Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models
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Publication:4042594
DOI10.2307/1913792zbMath0291.62144OpenAlexW2021028610MaRDI QIDQ4042594
Publication date: 1974
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913792
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)
Related Items (3)
Specification tests in simultaneous equations systems ⋮ Some consequences of model misspecification for \(t\) testing in a structural equation ⋮ Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods
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