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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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