ASYMPTOTIC PROPERTIES OF INSTRUMENTAL VARIABLES STATISTICS FOR TESTING NON-NESTED HYPOTHESES

被引:38
作者
ERICSSON, NR
机构
关键词
D O I
10.2307/2297417
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:287 / 304
页数:18
相关论文
共 62 条
[1]   ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].
ANDERSON, TW ;
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01) :46-63
[2]   THE ASYMPTOTIC PROPERTIES OF ESTIMATES OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].
ANDERSON, TW ;
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (04) :570-582
[3]  
ATKINSON AC, 1970, J ROY STAT SOC B, V32, P323
[4]  
Bahadur R. R., 1960, SANKHYA, V22, P229
[5]   STOCHASTIC COMPARISON OF TESTS [J].
BAHADUR, RR .
ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (02) :276-295
[6]  
Billingsley P., 1968, WILEY SERIES PROBABI
[7]  
COX DR, 1962, J ROY STAT SOC B, V24, P406
[8]  
COX DR, 1961, 4TH P BERK S MATH ST, V1, P105
[9]  
CRAMER H, 1946, MATH METHODS STATIST
[10]  
CROWDER MJ, 1976, J ROY STAT SOC B MET, V38, P45