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Hypothesis Tests and Methods of Model Discrimination
A Suggested Research Strategy and Problems for Future Research
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alternative set Amer analysis applied approximation assumed assumption Axiom Bayesian behavior Box and Cox cent bias choice coefficient vector computational consider consistent estimator constant covariance matrix defined dependent variable Dhrymes discrimination discussed Econ econometric Econometrica economic efficient estimation efficient instrumental variables elasticity elements error term example explanatory variables functional form given heteroskedasticity homoskedasticity implies independent instrumental variables estimator jointly dependent variables Klein Model LAE estimator lagged least squares estimator likelihood function linear model maximum likelihood estimator method minimize null hypothesis observations obtained ordinary least squares parameters posterior predetermined variables prior problem procedure production function Ramsey random coefficient random variable ratio RCR model reduced form reduced-form regression model regressors residuals sample Section selection probabilities simultaneous equations specification error tests Statist stochastic structural coefficients subset Swamy system of simultaneous Theil Theorem theory three-stage least squares tion true model two-stage least squares Univ variance-covariance matrix Zarembka Zellner zero