| Автор | Godfrey, L. G. |
| Дата выпуска | 1992 |
| dc.description | The asymptotic distribution of the F statistic calculated from instrumental variable‘two stage least squares residuals is obtained. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Significance test |
| Тема | Instrumental variables |
| Тема | Two stage least squares |
| Название | A note on f statistics for instrumental variable regessions |
| Тип | research-article |
| DOI | 10.1080/07474939208800243 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 11 |
| Первая страница | 329 |
| Последняя страница | 336 |
| Аффилиация | Godfrey, L. G.; Department of Ecnomics and related studies, University of York |
| Выпуск | 3 |
| Библиографическая ссылка | Engle, R. F. 1984. “Wald, likelihood ratio, and Lagrange multiplier tests in econometric”. In Handbook of Econometrics, Edited by: Griliches, Z. and Intriligatior, M. D. Vol. 2, 775–826. Amsterdam: North Holland. |
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| Библиографическая ссылка | Godfrey, L. G. 1988. Misspecification Tests in Ecoaometrics: the Lagrange Mu1 tip1 ier Principle and Other Approaches, Cambridge: Cambridge University Press. |
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| Библиографическая ссылка | Sargan, J. D. 1988. Lectures on Advanced Ecnometrica Theory, Edited by: Desai, M. Oxford: blackwell. |
| Библиографическая ссылка | J. M. 1990. A note on the Lagrange multiplier and F - statistics for two stage least squares regressions. Economics Letters, 34: 151–155. |
