The Local Power of the Tests of Overidentifying Restrictions
DOI10.2307/2526795zbMATH Open0667.62078OpenAlexW1970028888MaRDI QIDQ3819862FDOQ3819862
Authors: Michael A. Magdalinos
Publication date: 1988
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526795
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likelihood ratio statisticoveridentifying restrictionssimultaneous equations systemstructural equationfirst order local power of Anderson-Rubin-Sargan teststructural misspecification
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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