Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
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- Hwang, Hae-shin, 1985. "The equivalence of Hausman and Lagrange Multiplier tests of independence between disturbance and a subset of stochastic regressors," Economics Letters, Elsevier, vol. 17(1-2), pages 83-86.
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- Magnus, Jan R. & Neudecker, H., 1986. "Symmetry, 0-1 Matrices and Jacobians: A Review," Econometric Theory, Cambridge University Press, vol. 2(02), pages 157-190, August.
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- Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
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