Article ID Journal Published Year Pages File Type
5062104 Economics Letters 2008 9 Pages PDF
Abstract

We derive the maximal invariant for tests of identification in a linear structural equation model. We find that the maximal invariant has three components that are the basis for existing tests for rank, over-identification and exogeneity.

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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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A characterization of invariant tests for identification in linear structural equations
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