Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models

DOI10.2307/1913792MaRDI QIDQ4042594zbMATH OpenOpenAlexFDO

Authors G. S. Maddala

Publication date 1974

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913792

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cited in

(3)

• Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods
• Specification tests in simultaneous equations systems
• Some consequences of model misspecification for \(t\) testing in a structural equation

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