Finite-Sample Optimality of Tests in a Structural Equation
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Bibliographic InfoPaper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 1853.
Date of creation: 01 Aug 2000
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- Phillips, P.C.B., 1983.
"Exact small sample theory in the simultaneous equations model,"
Handbook of Econometrics, Elsevier,
in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516
- Peter C.B. Phillips, 1982. "Exact Small Sample Theory in the Simultaneous Equations Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 621, Cowles Foundation for Research in Economics, Yale University.
- Hosoya, Yuzo & Tsukuda, Yoshihiko & Terui, Nobuhiko, 1989. "Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 5(03), pages 385-404, December.
- Morimune, Kimio, 1989. "Test in a Structural Equation," Econometrica, Econometric Society, Econometric Society, vol. 57(6), pages 1341-60, November.
- Hillier, Grant H, 1990. "On the Normalization of Structural Equations: Properties of Direct Estimators," Econometrica, Econometric Society, Econometric Society, vol. 58(5), pages 1181-94, September.
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