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Exclusion restrictions in instrumental variables equations

Author

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  • Nijman, T.E.

    (Tilburg University, Faculty of Economics)

  • Steel, M.F.J.

    (Tilburg University, Faculty of Economics)

Abstract

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Suggested Citation

  • Nijman, T.E. & Steel, M.F.J., 1988. "Exclusion restrictions in instrumental variables equations," Research Memorandum FEW 327, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:16c4ea87-a70c-46c6-aa6b-4a88a5c645a4
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1140637/NTESMFJ5616274.pdf
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    References listed on IDEAS

    as
    1. Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
    2. M. Lubrano & R. G. Pierse & J.-F. Richard, 1986. "Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 603-634.
    3. Adrian Pagan, 1986. "Two Stage and Related Estimators and Their Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 517-538.
    4. Hoffman, Dennis L, 1987. "Two-Step Generalized Least Squares Estimators in Multi-equation," The Review of Economics and Statistics, MIT Press, vol. 69(2), pages 336-346, May.
    5. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-247, February.
    6. M. R. Wickens, 1982. "The Efficient Estimation of Econometric Models with Rational Expectations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(1), pages 55-67.
    7. RICHARD, Jean-François, 1984. "Classical and Bayesian inference in incomplete simultaneous equation models," LIDAM Reprints CORE 593, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

    1. van Damme, E.E.C., 1991. "Equilibrium selection in 2x2 games," Other publications TiSEM 8553edfd-4c45-4e96-927c-d, Tilburg University, School of Economics and Management.

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    Estimation; mathematische statistiek;

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