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TESTING A SUBSET OF THE OVERIDENTIFYING RESTRICTIONS.

Authors :
Kadane, Joseph B.
Source :
Econometrica; Sep74, Vol. 42 Issue 5, p853-867, 15p
Publication Year :
1974

Abstract

Develops tests of significance for coefficients in a single equation of a simultaneous system. Approaches to the development of a simultaneous equation econometric model; Derivation of the likelihood ratio test; Distribution of the likelihood ratio statistic.

Subjects

Subjects :
SIMULTANEOUS equations
STATISTICAL hypothesis testing
ECONOMETRIC models

Details

Language :
English
ISSN :
00129682
Volume :
42
Issue :
5
Database :
Complementary Index
Journal :
Econometrica
Publication Type :
Academic Journal
Accession number :
6868088
Full Text :
https://doi.org/10.2307/1913793
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