t Test in a Structural Equation

DOI10.2307/1913711zbMath0683.62071OpenAlexW1978751488MaRDI QIDQ4733277

Kimio Morimune

Publication date: 1989

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913711

zbMATH Keywords

likelihood ratio testasymptotic expansionsordinary least squaresasymptotic powerLIMLtwo-stage least squaressimultaneous equations modelexistence of momentsTSLSOLS estimatorst teststructural form estimationlimited information maxmum likelihoodt ratios

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

Related Items (7)

Estimating simultaneous equations models by a simulation technique ⋮ Some consequences of model misspecification for \(t\) testing in a structural equation ⋮ Second-order refinements for \(t\)-ratios with many instruments ⋮ Editorial. Moment restriction-based econometric methods: an overview ⋮ On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments ⋮ Comparing the exact distribution of the t-statistic to student's distribution when its constituent normal and chi-squared variables are dependent ⋮ Exact densities for variance estimators of the structural disturbances in simultaneous equations models

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