Orthogonality tests in linear models

Oxford Bulletin of Economics and Statistics

Volumn 59, Issue 1, 1997, Pages 184-186

  Ahn, Seung Chan ^a  

^a ARIZONA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17744380687     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00056     Document Type: Article

References (11)

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5. Hausman, J. A. (1984). 'Specification and Estimation of Simultaneous Equations Model', in Griliches, Z. and Intriligator, M. D. (eds), Handbook of Econometrics, Chapter 13, North-Holland, Amsterdam.
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8. Newey, W. and West, K. D. (1987b). 'A Simple, Positive Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix', Econometrica, Vol. 55, pp. 703-08.
9. Pesaran, M. H. and Smith, R. J. (1990). 'A Unified Approach to Estimation and Orthogonality Tests in Linear Single-Equation Econometric Models', Journal of Econometrics, Vol. 44, pp. 41-66.
10. Ruud, P.A. (1984). 'Tests of Specification in Econometrics', Econometric Reviews, Vol. 3, pp. 211-42.
11. White, H. (1982). 'Instrumental Variables Regression with Independent Observations', Econometrica, Vol. 50, pp. 483-99.