On testing hypotheses in simultaneous equation models
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Publication:1843139
DOI10.1016/0304-4076(74)90029-3zbMath0279.62032OpenAlexW2027687834MaRDI QIDQ1843139
Alison Morgan, Walter Vandaele
Publication date: 1974
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(74)90029-3
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
Cites Work
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- The Power of Student's t-Test
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- Tables of the Power of the F-Test
- Exact Sampling Moments of the Ordinary Least Squares, Instrumental Variable and Two-Stage Least Squares Estimators
- Exact Finite Sample Density Functions of GCL Estimators of Structural Coefficients in a Leading Exactly Identifiable Case
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- A Note on the Exact Distributions of the GCL Estimators in Two Leading Over Identified Cases
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- CHARTS OF THE POWER FUNCTION FOR ANALYSIS OF VARIANCE TESTS, DERIVED FROM THE NON-CENTRAL F-DISTRIBUTION
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