Asymptotic robustness of tests of overidentification and predeterminedness

DOI10.1016/0304-4076(94)90029-9zbMath0815.62032OpenAlexW2035688666MaRDI QIDQ1329137

T. W. Anderson, Naoto Kunitomo

Publication date: 29 June 1994

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90029-9

zbMATH Keywords

characteristic rootsmartingale convergence theoremsimultaneous equationsmartingale central limit theoremchi-square distributionslocal alternative hypothesesdisturbance distributionsoveridentificationpredeterminedness

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Tests of overidentification and predeterminedness in simultaneous equation models ⋮ Testing for weak identification in possibly nonlinear models ⋮ Unnamed Item

Cites Work

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