Wald Tests and Systems of Stochastic Equations

DOI10.2307/2526579zbMath0662.62113OpenAlexW2606252048MaRDI QIDQ3811580

Alok Bhargava

Publication date: 1987

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

Full work available at URL: https://doi.org/10.2307/2526579

zbMATH Keywords

likelihood functionWald testsvariance matrixasymptotically normally distributed econometric estimatorsstructural form parameterssystems of stochastic equations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20)

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