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https://olympias.lib.uoi.gr/jspui/handle/123456789/11288Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Symeonides, S. | en |
| dc.contributor.author | Magdalinos, M. | en |
| dc.date.accessioned | 2015-11-24T17:05:15Z | - |
| dc.date.available | 2015-11-24T17:05:15Z | - |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/11288 | - |
| dc.rights | Default Licence | - |
| dc.subject | cornish-fisher corrections | en |
| dc.subject | edgeworth approximations | en |
| dc.subject | monte carlo | en |
| dc.subject | orthogonality restrictions | en |
| dc.subject | simultaneous equation system | en |
| dc.subject | jel classification | en |
| dc.subject | c-12 | en |
| dc.subject | c-15 | en |
| dc.title | A reinterpretation of the tests of overidentifying restrictions | en |
| heal.type | journalArticle | - |
| heal.type.en | Journal article | en |
| heal.type.el | Άρθρο Περιοδικού | el |
| heal.language | en | - |
| heal.access | campus | - |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
| heal.publicationDate | 1996 | - |
| heal.abstract | The Anderson-Rubin-Sargan-Basmann tests are usually considered as testing the validity of overidentifying structural restrictions. In this paper we show that a more eligible interpretation is that they test the validity of overidentifying orthogonality conditions. The tests are second-order unbiased against the latter alternative, while under the first alternative there is a subset of the parameter space where the tests are biased. The third-order local power under the alternative of false orthogonality conditions is derived, and is used to find the implicit null hypothesis of the tests and to propose a more informative interpretation. Several methods of size correction are compared by Monte Carlo experiments. | en |
| heal.publisher | Elsevier | en |
| heal.journalName | Journal of Econometrics | en |
| heal.journalType | peer reviewed | - |
| heal.fullTextAvailability | TRUE | - |
| Appears in Collections: | Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Symeonides-1996-a reinteperation of .pdf | 1.02 MB | Adobe PDF | View/Open Request a copy |
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