On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
From MaRDI portal
Publication:3275351
DOI10.2307/2281588zbMath0096.35401OpenAlexW4240504268MaRDI QIDQ3275351
Publication date: 1960
Full work available at URL: https://doi.org/10.2307/2281588
Related Items
Asymptotic robustness of tests of overidentification and predeterminedness ⋮ Specification tests in simultaneous equations systems ⋮ On the statistical identification of DSGE models ⋮ On-the-job human capital investment and intertemporal substitution: new evidence on intertemporal substitution elasticity ⋮ The creative mind in econometrics: studies in celebration of Robert Basmann's 90th year on causation, identification and structural equation estimation ⋮ Missing data, imputation, and endogeneity ⋮ Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier ⋮ A reinterpretation of the tests of overidentifying restrictions ⋮ Testing hypotheses and the construction of confidence intervals for the parameters of stochastic linear difference equations in small samples ⋮ A classified bibliography of Monte Carlo studies in econometrics ⋮ A characterization of invariant tests for identification in linear structural equations ⋮ A test of the independence of subsets of instrumental variables and regressors ⋮ On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference ⋮ Testing underidentification in linear models, with applications to dynamic panel and asset pricing models ⋮ A user-knowledge-based variable selection method for limited information maximum likelihood using principal components ⋮ An alternative two stage least squares \((2SLS)\) estimator for latent variable equations ⋮ Tests of overidentification and predeterminedness in simultaneous equation models ⋮ DOA estimator performance assessment in the pre-asymptotic domain using the likelihood principle ⋮ Fertility, growth, and flat-rate taxation for education subsidies ⋮ Some distribution-free small samples methods for interval estimation and hypothesis testing in linear shock models ⋮ On testing hypotheses in simultaneous equation models
