Exact Finite Sample Test Statistics for Restricted Reduced Forms: A Generalization of "Student's" Result

DOI10.2307/2526871zbMath0648.62058OpenAlexW2051292992MaRDI QIDQ3793546

Michael D. McCarthy

Publication date: 1987

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

Full work available at URL: https://doi.org/10.2307/2526871

zbMATH Keywords

linear modelordinary least squaresfinite samplesrelative powerlimited information statisticsfull information maximum likelihood (FIML) asymptotic testsrestricted reduced form coefficientst-type test statisticstwo equations case

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99)

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