A reinterpretation of the tests of overidentifying restrictions
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 73 (1996)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/locate/jeconom
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- Magdalinos, Michael A, 1988. "The Local Power of the Tests of Overidentifying Restrictions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(3), pages 509-24, August.
- Kunitomo, Naoto & Morimune, Kimio & Tsukuda, Yoshihiko, 1983. "Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(1), pages 199-215, February.
- Dovonon, Prosper, 2008. "Large sample properties of the three-step euclidean likelihood estimators under model misspecification," MPRA Paper 40025, University Library of Munich, Germany, revised 16 May 2010.
- Angelica Gonzalez, 2007. "Empirical Likelihood Estimation in Dynamic Panel Models," ESE Discussion Papers 168, Edinburgh School of Economics, University of Edinburgh.
- Angelica Gonzalez, 2007. "Empirical Likelihood: Improved Inference within Dynamic Panel Data Models," ESE Discussion Papers 154, Edinburgh School of Economics, University of Edinburgh.
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