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Two Papers on Linear Models

Author

Listed:
  • Gordon Fisher
  • Allan W. Gregory
  • Michael McAleer

Abstract

When coefficients of endogenous variables are known, two-stage least squares and instrumental variables estimators are invariant to the form in which these variables enter computations, as raw data or estimates. Exclusion of instruments and knowledge of coefficients are related to identifiability testing, and a test is presented. The second paper discusses the traditional specification problem for a geometric viewpoint.

Suggested Citation

  • Gordon Fisher & Allan W. Gregory & Michael McAleer, 1980. "Two Papers on Linear Models," Working Paper 411, Economics Department, Queen's University.
    • Handle: RePEc:qed:wpaper:411
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    References listed on IDEAS

    as
    1. Fisher, Gordon, 1980. "Propositions, Principles and Methods: The Linear Hypothesis and Structural Change," Queen's Institute for Economic Research Discussion Papers 275175, Queen's University - Department of Economics.
    2. Riddell, W C & Buse, A, 1980. "An Alternative Approach to Specification Errors," Australian Economic Papers, Wiley Blackwell, vol. 19(34), pages 211-214, June.
    3. Gordon Fisher & Michael McAleer, 1980. "Principles and Methods in the Testing of Alternative Models," Working Paper 400, Economics Department, Queen's University.
    4. Gordon Fisher, 1980. "Propositions, Principles and Methods: The Linear Hypothesis and Structural Change," Working Paper 410, Economics Department, Queen's University.
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