Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses

DOI10.2307/2297417zbMath0529.62094OpenAlexW2003009717MaRDI QIDQ3311549

Neil R. Ericsson

Publication date: 1983

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297417

zbMATH Keywords

maximum likelihood estimatornon-nested hypothesesasymptotic powersinstrumental variables statisticslinear dynamic simultaneous equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Testing non-nested log-linear models with pseudo estimator ⋮ Statistical inference in non-nested econometric models ⋮ Some results on the finite sample significance levels of instrumental variable tests for non-nested models ⋮ A comparison of nonnested tests for misspecified models using the method of approximate slopes

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