Two Papers on Linear Models
Allan Gregory () and
Working Paper from Economics Department, Queen's University
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.
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Working Paper: Two Papers on Linear Models (1980)
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Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:411
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