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THE ASYMPTOTIC VALIDITY OF THE F-TEST IN A TWO-STAGE LEAST SQUARES MODEL

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摘要 TheusualF--testhasbeenusedtotestagenerallinearhypothesisforatwo--stageleastsquaresmethodinasystemofeconomicequations.However,wefindthatthisF--testisactuallyasymptoticallyinvalid.Somesuggestionsaregivenfortestingagenerallinearhypothesisinthissituation.

DOI zdlopy6mdl/729164

作者许渝生

机构地区不详

出处《应用数学学报：英文版》 1990年4期

关键词 HYPOTHESIS usual ordinary PROOF 田祖丁耳

分类 [理学][基础数学]

出版日期 1990年04月14日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

应用数学学报：英文版

应用数学学报：英文版

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相关关键词

HYPOTHESIS usual ordinary PROOF 田祖丁耳

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