Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062104 | Economics Letters | 2008 | 9 Pages |
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.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Giovanni Forchini,