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On a simultaneous equations pre-test estimator

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  • Skeels, Christopher L.
  • Taylor, Larry W.

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  • Skeels, Christopher L. & Taylor, Larry W., 1995. "On a simultaneous equations pre-test estimator," Journal of Econometrics, Elsevier, vol. 68(2), pages 269-286, August.
    • Handle: RePEc:eee:econom:v:68:y:1995:i:2:p:269-286
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    References listed on IDEAS

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    1. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    2. Richardson, David H & Wu, De-Min, 1971. "A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators," Econometrica, Econometric Society, vol. 39(6), pages 973-981, November.
    3. Morey, M.J., 1984. "The statistical implications of preliminary specification error testing," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 63-72.
    4. Hillier, Grant H & Kinal, Terrence W & Srivastava, V K, 1984. "On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation," Econometrica, Econometric Society, vol. 52(1), pages 185-202, January.
    5. Wu, De-Min, 1983. "A remark on a generalized specification test," Economics Letters, Elsevier, vol. 11(4), pages 365-370.
    6. Holly, Alberto, 1982. "A Remark on Hausman's Specification Test," Econometrica, Econometric Society, vol. 50(3), pages 749-759, May.
    7. Gourieroux, C. & Trognon, A., 1984. "Specification pre-test estimator," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 15-27.
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    Cited by:

    1. Skeels, Christopher L. & Taylor, Larry W., 2014. "Prediction after IV estimation," Economics Letters, Elsevier, vol. 122(3), pages 420-422.

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