Some consequences of model misspecification for t testing in a structural equation

DOI10.1016/0378-3758(95)00057-7MaRDI QIDQ1918161zbMATH OpenOpenAlexFDO

Authors C. L. Skeels, Murray D. Smith

Publication date 3 November 1996

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(95)00057-7

zbMATH Keywords

\(t\) testsconditional normal theoryinstrumental variables techniquesmisspecified structural equationsomitted variablessimultaneous equationssingle structural equation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

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Cites work

• A note on finite sample analysis of misspecification in simultaneous equation models
• ALTERNATIVE SIGNIFICANCE TESTS FOR 2SLS ESTIMATED PARAMETERS: SOME MONTE CARLO EVIDENCE
• Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
• Distribution of a Structural t-Statistic for the Case of Two Included Endogenous Variables
• Exact densities for variance estimators of the structural disturbances in simultaneous equations models
• Finite Sample Analysis of Misspecification in Simultaneous Equation Models
• scientific article; zbMATH DE number 45973 (Why is no real title available?)
• scientific article; zbMATH DE number 193093 (Why is no real title available?)
• On the Distribution of Two Alternative Structural t Statistics
• On the Normalization of Structural Equations: Properties of Direction Estimators
• Series Representations of the Doubly Noncentral t-Distribution
• Some consequences of model misspecification for \(t\) testing in a structural equation
• Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models
• Statistical distributions in univariate and multivariate Edgeworth populations
• t Test in a Structural Equation
• The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
• The Exact Distribution of LIML: I
• The Exact Distribution of LIML: II
• The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator
• The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator
• The Moments of a Doubly Noncentral t-Distribution

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• Some consequences of model misspecification for \(t\) testing in a structural equation
• t Test in a Structural Equation

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