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

DOI10.2307/2526123zbMath0534.62086OpenAlexW1977138851MaRDI QIDQ3317964

Kimio Morimune, Naoto Kunitomo, Yoshihiko Tsukuda

Publication date: 1983

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526123

zbMATH Keywords

asymptotic expansionssimultaneous equationslimited information maximum likelihoodlikelihood-ratio statisticsmallest root of the determinantal equationtesting overidentifiability conditions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model ⋮ A reinterpretation of the tests of overidentifying restrictions ⋮ Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system

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