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On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
Abstract
In the estimation of econometric simultaneous equations models, hypothesized necessary conditions for the identifiability of a single equation usually specify the exclusion of a number of variables from the structural equation in question. If the pre-determined variables are completely exogenous, if the disturbances in the equations are jointly normally distributed, and if a moderately high degree of precision can be obtained in reduced-form estimation, then the exact finite sample distribution of the generalized classical linear identifiability test statistic can be closely approximated by Snedecor's F with appropriate degrees of freedom.
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Metadata
- Authors
- Basmann, R. L.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 1960-12
- Volume
- 55
- Issue
- 292
- Pages
- 650-659
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W2085470622
- Cited by
- 473
- References
- 0
- FWCI
- 2.11
- Type
- journal article
- Language
- en
- Open access
- closed
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