Title of article :
A characterization of invariant tests for identification in linear structural equations
Author/Authors :
Giovanni Forchini، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
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 :
Linear structural equations , Identification , Maximal invariants , Invariant tests
Journal title :
Economics Letters
Journal title :
Economics Letters