t Test in a Structural Equation

DOI10.2307/1913711MaRDI QIDQ4733277zbMATH OpenOpenAlexFDO

Authors Kimio Morimune

Publication date 1989

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913711

zbMATH Keywords

asymptotic expansionsasymptotic powerexistence of momentslikelihood ratio testlimited information maxmum likelihoodLIMLOLS estimatorsordinary least squaressimultaneous equations modelstructural form estimationt ratiost testTSLStwo-stage least squares

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cited in

(10)

• Exact densities for variance estimators of the structural disturbances in simultaneous equations models
• Estimating simultaneous equations models by a simulation technique
• Some consequences of model misspecification for \(t\) testing in a structural equation
• Analytical formulae for accurately sized \(t\)-tests in the single instrument case
• Second-order refinements for \(t\)-ratios with many instruments
• Testing a Subset of Coefficients in a Structural Equation
• Comparing the exact distribution of the t-statistic to student's distribution when its constituent normal and chi-squared variables are dependent
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• Editorial. Moment restriction-based econometric methods: an overview
• On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments

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