14
Views
4
CrossRef citations to date
0
Altmetric
Theory and Method

Distribution of a Structural t-Statistic for the Case of Two Included Endogenous Variables

&
Pages 375-382 | Published online: 05 Apr 2012

References

  • Amos , D. E. 1964 . “Representations of Central and Non-central t Distributions,” . Biometrika , 51 December : 451 – 8 .
  • Basmann , R. L. 1960 . “On the Asymptotic Distribution of Generalized Linear Estimators,” . Econometrica , 28 January : 97 – 106 .
  • Basmann , R. L. 1961 . “A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Overidentified Cases,” . Journal of the American Statistical Association , 56 September : 619 – 36 .
  • Basmann , R. L. 1963 . “Remarks Concerning the Application of Exact Finite Sample Distribution Functions of GCL Estimators in Econometric Statistical Inference,” . Journal of the American Statistical Association , 58 December : 943 – 76 .
  • Basmann , R. L. 1965 . “A Tchebychev Inequality for the Convergence of a Generalized Classical Linear Estimator, Sample Size Being Fixed,” . Econometrica , 33 July : 608 – 18 .
  • Basmann , R. L. and Richardson , D. H. 1969 . “The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator,” . In Research Papers , Department of Economics, Texas A&M University .
  • Dhrymes , P. J. 1969 . “Alternative Asymptotic Tests of Significance and Related Aspects of 2SLS and 3SLS Estimated Parameters,” . Review of Economic Studies , 36 April : 213 – 26 .
  • Erdélyi , A. , Magnus , W. , Oberhettinger , F. and Tricomi , F. G. 1953 . Higher Transcendental Functions , Vol. 1 , New York : McGraw-Hill Book Co. .
  • Kabe , D. G. 1963 . “A Note on the Exact Distributions of the GCL Estimators in Two Leading Overidentified Cases,” . Journal of the American Statistical Association , 58 June : 533 – 7 .
  • Rainville , E. D. 1960 . Special Functions , New York : The Macmillian Co. .
  • Richardson , D. H. 1968 . “On the Distribution of the Identifiability Test Statistic,” . In Papers in Quantitative Economics , Edited by: Quirk , J. P. and Zarley , A. M. Lawrence , Kan. : University Press of Kansas .
  • Richardson , D. H. 1968 . “The Exact Distribution of a Structural Coefficient Estimator,” . Journal of the American Statistical Association , 63 December : 1214 – 26 .
  • Richardson , D. H. and Rohr , R. J. 1970 . “On the Distribution of a Structural t Statistic,” . In Research Papers in Theoretical and Applied Economics , Department of Economics, University of Kansas . Paper No. 29
  • Richardson , D. H. and Rohr , R. J. 1970 . “A Note on the Distribution of a Standardized Structural Estimator,” . In Research Papers in Theoretical and Applied Economics , Department of Economics, University of Kansas . Paper No. 35
  • Richardson , D. H. and Wu , D. 1969 . “A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators,” , Department of Economics, University of Kansas . Research Papers in Theoretical and Applied Economics, Paper No. 25; Econometrica, November 1971
  • Slater , L. J. 1960 . Confluent Hypergeometric Functions , Cambridge : Cambridge University Press .
  • Sawa , T. 1969 . “The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators,” . Journal of the American Statistical Association , 64 September : 923 – 37 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.