A GENERALIZED R(2) CRITERION FOR REGRESSION-MODELS ESTIMATED BY THE INSTRUMENTAL VARIABLES METHOD

Authors
PESARAN MH SMITH RJ
Citation
Mh. Pesaran et Rj. Smith, A GENERALIZED R(2) CRITERION FOR REGRESSION-MODELS ESTIMATED BY THE INSTRUMENTAL VARIABLES METHOD, Econometrica, 62(3), 1994, pp. 705-710
Citations number
14
Categorie Soggetti
Economics,"Social Sciences, Mathematical Methods","Mathematical, Methods, Social Sciences
Journal title
Econometrica → ACNP
ISSN journal
00129682
Volume
62
Issue
3
Year of publication
1994
Pages
705 - 710
Database
ISI
SICI code
0012-9682(1994)62:3<705:AGRCFR>2.0.ZU;2-V