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Asymptotic robustness of tests of overidentification and predeterminedness

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  • Anderson, T. W.
  • Kunitomo, Naoto

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  • Anderson, T. W. & Kunitomo, Naoto, 1994. "Asymptotic robustness of tests of overidentification and predeterminedness," Journal of Econometrics, Elsevier, vol. 62(2), pages 383-414, June.
  • Handle: RePEc:eee:econom:v:62:y:1994:i:2:p:383-414
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    Cited by:

    1. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
    2. Mynbayev, Kairat, 2007. "OLS Asymptotics for Vector Autoregressions with Deterministic Regressors," MPRA Paper 101688, University Library of Munich, Germany, revised 2018.
    3. Inoue, Atsushi & Rossi, Barbara, 2011. "Testing for weak identification in possibly nonlinear models," Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.
    4. Naoto Kunitomo & T. W. Anderson, 2007. "On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited," CIRJE F-Series CIRJE-F-499, CIRJE, Faculty of Economics, University of Tokyo.

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