Wald,LM and LR test statistics of linear hypothese in a strutural equation model
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Publication:4355164
DOI10.1080/07474939708800380zbMath0902.62063MaRDI QIDQ4355164
Publication date: 14 December 1998
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939708800380
asymptotic expansion; Monte Carlo simulations; linear restrictions; structural equation model; power functions; constrained limited information maximum likelihood estimator
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62H15: Hypothesis testing in multivariate analysis
Cites Work
- Tests of overidentification and predeterminedness in simultaneous equation models
- Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
- Testing a Subset of Coefficients in a Structural Equation
- Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
- Conflict Among the Criteria Revisited; The W, LR and LM Tests
- Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
- Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model