Implementing tests with correct size in the simultaneous equations model

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dc.creatorMoreira, Marcelo J.
dc.creatorPoi, Brian P.
dc.date2017-04-01T16:55:37Z
dc.date.accessioned2026-07-09T05:47:19Z
dc.descriptionIn this paper, we propose a fix to the size distortions of tests for structural parameters in the simultaneous equations model by computing critical value functions based on the conditional distribution of test statistics. The conditional tests can then be used to construct informative confidence regions for the structural parameter with correct coverage probability. Commands to implement these tests in Stata are also introduced.
dc.identifierOther:st0033
dc.identifierdoi:10.22004/ag.econ.116032
dc.identifierhttps://ageconsearch.umn.edu/record/116032/files/sjart_st0033.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/116032
dc.identifier.urihttp://hdl.handle.net/123456789/568364
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/116032
dc.titleImplementing tests with correct size in the simultaneous equations model
dc.typeText

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