Exact Finite Sample Test Statistics for Restricted Reduced Forms: A Generalization of "Students" Result

Michael D McCarthy

International Economic Review, 1987, vol. 28, issue 1, 259-69

Abstract: Test statistics and estimators for reduced-form coefficients involved in overidentifying exclusion restrictions are proposed. The test statistics, under the null hypothesis, do not depend on unknown parameters. One of the test statistics is exactly a "Student" "t" under the null hypothesis. A two equation (supply/demand) framework is used , but generalizations are suggested. Copyright 1987 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.

Date: 1987
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