Testing a Subset of Coefficients in a Structural Equation

DOI10.2307/1911497zbMATH Open0556.62092OpenAlexW2019348903MaRDI QIDQ3219652FDOQ3219652

Authors: Kimio Morimune, Yoshihiko Tsukuda 

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911497

Recommendations

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zbMATH Keywords

likelihood ratio testsimultaneous equation systemstructural equationF testtesting significancelimited information maximum likelihood estimationsum of squared errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05)

Cited In (8)

• t Test in a Structural Equation
• Limited information estimation and testing subject to linear constraints
• Wald,LM and LR test statistics of linear hypothese in a strutural equation model
• Some results on the finite sample significance levels of instrumental variable tests for non-nested models
• A reinterpretation of the tests of overidentifying restrictions
• The classical principles of testing using instrumental variables estimates
• Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model
• Moment testing for interaction terms in structural equation modeling

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