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On a simultaneous equations pre-test estimator

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  • Skeels, Christopher L.
  • Taylor, Larry W.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 68 (1995)
Issue (Month): 2 (August)
Pages: 269-286

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Handle: RePEc:eee:econom:v:68:y:1995:i:2:p:269-286

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Richardson, David H & Wu, De-Min, 1971. "A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators," Econometrica, Econometric Society, vol. 39(6), pages 973-81, November.
  2. Gourieroux, C. & Trognon, A., 1984. "Specification pre-test estimator," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 15-27.
  3. Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-71, November.
  4. Morey, M.J., 1984. "The statistical implications of preliminary specification error testing," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 63-72.
  5. Hillier, Grant H & Kinal, Terrence W & Srivastava, V K, 1984. "On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation," Econometrica, Econometric Society, vol. 52(1), pages 185-202, January.
  6. Wu, De-Min, 1983. "A remark on a generalized specification test," Economics Letters, Elsevier, vol. 11(4), pages 365-370.
  7. Holly, Alberto, 1982. "A Remark on Hausman's Specification Test," Econometrica, Econometric Society, vol. 50(3), pages 749-59, May.
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Cited by:
  1. Skeels, Christopher L. & Taylor, Larry W., 2014. "Prediction after IV estimation," Economics Letters, Elsevier, vol. 122(3), pages 420-422.

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