Testing a Subset of Coefficients in a Structural Equation

DOI10.2307/1911497MaRDI QIDQ3219652zbMATHOpenAlexFDO

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

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)

Recommendations

• Admissible significance tests in simultaneous equation models
• Wald,LM and LR test statistics of linear hypothese in a strutural equation model
• Tests of overidentification and predeterminedness in simultaneous equation models
• t Test in a Structural Equation
• Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations

Cited in

(8)

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

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