The Local Power of the Tests of Overidentifying Restrictions
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Publication:3819862
DOI10.2307/2526795zbMath0667.62078MaRDI QIDQ3819862
Publication date: 1988
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526795
likelihood ratio statistic; overidentifying restrictions; simultaneous equations system; structural equation; first order local power of Anderson-Rubin-Sargan test; structural misspecification
62P20: Applications of statistics to economics
91B82: Statistical methods; economic indices and measures
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