Two Papers on Linear Models

Gordon Fisher, Allan Gregory and Michael McAleer

Working Paper from Economics Department, Queen's University

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.

Pages: 27
Date: 1980
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Two Papers on Linear Models (1980)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:411

Access Statistics for this paper

More papers in Working Paper from Economics Department, Queen's University Contact information at EDIRC.
Bibliographic data for series maintained by Mark Babcock ().