Wald,LM and LR test statistics of linear hypothese in a strutural equation model

DOI10.1080/07474939708800380zbMath0902.62063OpenAlexW2036418163MaRDI QIDQ4355164

Kosuke Oya

Publication date: 14 December 1998

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939708800380

zbMATH Keywords

asymptotic expansionMonte Carlo simulationslinear restrictionsstructural equation modelpower functionsconstrained limited information maximum likelihood estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Tests of overidentification and predeterminedness in simultaneous equation models
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• Testing a Subset of Coefficients in a Structural Equation
• Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

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