Testing a Subset of Coefficients in a Structural Equation

DOI10.2307/1911497zbMath0556.62092OpenAlexW2019348903MaRDI QIDQ3219652

Kimio Morimune, Yoshihiko Tsukuda

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911497

zbMATH Keywords

likelihood ratio testsimultaneous equation systemstructural equationF testtesting significancelimited information maximum likelihood estimationsum of squared errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05)

Related Items (6)

Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model ⋮ Limited information estimation and testing subject to linear constraints ⋮ A reinterpretation of the tests of overidentifying restrictions ⋮ Some results on the finite sample significance levels of instrumental variable tests for non-nested models ⋮ The classical principles of testing using instrumental variables estimates ⋮ Wald,LM and LR test statistics of linear hypothese in a strutural equation model

This page was built for publication: Testing a Subset of Coefficients in a Structural Equation