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Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations - MaRDI portal

Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations (Q3317964)

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Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations
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    Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations (English)
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    1983
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    testing overidentifiability conditions
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    simultaneous equations
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    likelihood-ratio statistic
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    smallest root of the determinantal equation
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    limited information maximum likelihood
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    asymptotic expansions
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