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Exclusion restrictions in instrumental variables equations

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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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    1. Pieter Kop Jansen & Thijs ten Raa, 2009. "The Choice of Model in the Construction of Input–Output Coefficients Matrices," World Scientific Book Chapters, in: Input–Output Economics: Theory And Applications Featuring Asian Economies, chapter 4, pages 47-66, World Scientific Publishing Co. Pte. Ltd..
    2. 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.
    3. van der Ploeg, Frederick, 1988. "International policy coordination in interdependent monetary economies," Journal of International Economics, Elsevier, vol. 25(1-2), pages 1-23, August.
    4. 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.
    5. 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.
    6. 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.
    7. Turkington, Darrell A, 1985. "A Note on Two-Stage Least Squares, Three-Stage Least Squares, and Maximum Likelihood Estimation in an Expectations Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 507-510, June.
    8. Nijman, T.E., 1985. "Missing observations in dynamic macroeconomic modeling," Other publications TiSEM e37098ab-3c29-4f7c-b860-8, Tilburg University, School of Economics and Management.
    9. STEEL, Mark F.J., 1987. "Testing for exogeneity. An application to consumption behaviour," LIDAM Reprints CORE 757, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    10. 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.
    11. 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.
    12. Amemiya, Takeshi, 1975. "The nonlinear limited-information maximum- likelihood estimator and the modified nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 3(4), pages 375-386, November.
    13. 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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