Fully restricted linear regression: A pedagogical note

Harry Haupt () and Walter Oberhofer ()
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Harry Haupt: University of Regensburg
Walter Oberhofer: University of Regensburg

Economics Bulletin, 2002, vol. 3, issue 1, 1-7

Abstract: This paper presents a comprehensive approach to estimation and hypothesis testing under a set of full restrictions, some of these arising from adding-up conditions on the endogenous variable. In contrast to the existing statistical literature, this paper uses an argumentation style familiar from classical econometric textbooks, to provide an insightful, straightforward, and nevertheless rigorous exposition of this topic.

Keywords: Restricted; least; squares; Adding-up; Singularity; Wald-Test; SUR. (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2002-01-15
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Citations: View citations in EconPapers (12)

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