Econometrica: Sep 1974, Volume 42, Issue 5

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

https://doi.org/0012-9682(197409)42:5<841:SSSEOT>2.0.CO;2-0
p. 841-851

G. S. Maddala

The paper compares the power functions of the conventional tests of significance based on asymptotic theory with those of some alternative tests suggested by Dhrymes and Richardson and Rohr and also a test that was suggested earlier by Anderson and Rubin in a simple two equation model by means of Monte Carlo experiments.

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