期刊名称：HIER Discussion Paper Series / Harvard Institute of Economic Research
出版年度：2003
卷号：2003
出版社：Harvard Institute of Economic Research
摘要：This paper fixes 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 implelment these tests in Stata are also introduced.
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