PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION

Mehmet Caner

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PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION

机译：具有弱识别性的线性联立方程组的关键结构变化测试

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Asymptotically pivotal structural change tests are developed for simultaneous equations with weakly identified parameters, extending the boundedly pivotal tests of Caner (2007, Journal of Econometrics 137, 28-67) by means of a simple reparametrization of the model.

机译：对于具有弱识别参数的联立方程，开发了渐近枢轴结构变化测试，通过简单的模型重新参数化扩展了Caner（2007，Journal of Econometrics 137，28-67）的有限枢轴测试。

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《Econometric Theory》 |2011年第2期|共14页
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Mehmet Caner;
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正文语种 eng
中图分类经济数学方法;
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专利

1. PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION [J] . Mehmet Caner Econometric Theory . 2011,第2期

机译：具有弱识别性的线性联立方程组的关键结构变化测试
2. SIMULTANEOUS HYPOTHESIS TESTING OF SPLINE TRUNCATED MODEL IN NONLINEAR STRUCTURAL EQUATION MODELING (SEM) [J] . RULIANA, I.N. BUDIANTARA, B.W.OTOK, Journal of Theoretical and Applied Information Technology . 2016,第2期

机译：非线性结构方程模型（SEM）中样条截断模型的同时假设检验
3. Identification and Model Testing in Linear Structural Equation Models using Auxiliary Variables [J] . Bryant Chen, Daniel Kumor, Elias Bareinboim JMLR: Workshop and Conference Proceedings . 2017,第1期

机译：使用辅助变量的线性结构方程模型的识别和模型测试
4. Identification and Model Testing in Linear Structural Equation Models using Auxiliary Variables [C] . Bryant Chen, Daniel Kumor, Elias Bareinboim International Conference on Machine Learning . 2018

机译：辅助变量线性结构方程模型的识别与模型测试
5. Econometric essays on identification and inference in the simultaneous equations model with weak instruments. [D] . Kim, Jabonn. 2004

机译：关于用弱工具在联立方程模型中进行识别和推论的计量经济学文章。
6. Testing effective connectivity changes with structural equation modeling: What does a bad model tell us? [O] . Andrea B. Protzner, Anthony R. McIntosh 2006

机译：用结构方程模型测试有效的连通性变化：不良模型告诉我们什么？
7. Pivotal Structural Change Tests in Linear Simultaneous Equations with Weak Identification [O] . Mehmet Caner 2008

机译：具有弱识别的线性联立方程的关键结构变化检验
8. Testing for Structural Change by D-Methods in Switching Simultaneous Equations Models [R] . Lee, L. F., Maddala, G. S., Trost, R. P. 1982

机译：交换联立方程模型中D-方法的结构变化检验

PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION

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