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Harry Haupt and Walter Oberhofer
''Fully restricted linear regression: A pedagogical note''
( 2002, Vol. 3 No.1 )
This paper presents a comprehensive approach to estimation and hypothesis testing under a set of full restrictions, some of these arising from adding-up conditions on the endogenous variable. In contrast to the existing statistical literature, this paper uses an argumentation style familiar from classical econometric textbooks, to provide an insightful, straightforward, and nevertheless rigorous exposition of this topic.
Keywords: Restricted least squares Adding-up Singularity Wald-Test SUR.
JEL: C1 - Econometric and Statistical Methods: General
Manuscript Received : Jan 15 2002 Manuscript Accepted : Jan 15 2002

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