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- W2022998081 abstract "Wald test statistics are obtained for the independence of a subset of stochastic regressors and disturbance in a limited information simultaneous equations framework. Simple regressions for obtaining the statistics are presented. The statistics are briefly compared with Hausman and Taylor's (1981) specification test." @default.
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- W2022998081 title "Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation" @default.
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- W2022998081 doi "https://doi.org/10.1016/0165-1765(85)90133-8" @default.
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