1. Notation

2. Assumptions관련

3. Estimator관련

4. Hypothesis Testing관련


4. Hypothesis Testing관련

-finite-sample theory
-large-sample theory
-SGMM관련
-MGMM관련
-Cross-equation restrions에 관해서 testing가능
-Overidentifying restrictions using
-J statistic, CSD(sum K- sum L)
-C statistic(sum K - 확실한 IV들)
-H statistic


+ Recent posts