ADMISSIBLE SIGNIFICANCE TESTS IN SIMULTANEOUS EQUATION MODELS

DOI10.1017/S0266466616000542zbMath1441.62587MaRDI QIDQ5349004

T. W. Anderson

Publication date: 22 August 2017

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Estimating linear statistical relationships
• Best invariant estimation of a direction parameter
• A Conditional Likelihood Ratio Test for Structural Models
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Some Extensions of the Wishart Distribution
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