Keywords
MathematicsEconometricsApproximations of πApplied mathematicsDistribution (mathematics)StatisticsEconometric modelMathematical economicsEconomicsChi-square testMathematical analysis
Related Publications
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
This paper contains the likelihood analysis of vector autoregressive models allowing for cointegration. The author derives the likelihood ratio test for cointegrating rank and f...
On the Multivariate Asymptotic Distribution of Sequential Chi-Square Statistics
The multivariate asymptotic distribution of sequential Chi-square test statistics is investigated. It is shown that: (a) when sequential Chi-square statistics are calculated for...
The Power Function of Conditional Log-Linear Model Tests
Abstract In fitting a log-linear model to data, it is common to examine the P values associated with the conditional likelihood-ratio tests corresponding to a nested sequence of...
Evaluating Structural Equation Models with Unobservable Variables and Measurement Error
The statistical tests used in the analysis of structural equation models with unobservable variables and measurement error are examined. A drawback of the commonly applied chi s...
Hypothesis testing when a nuisance parameter is present only under the alternative
We wish to test a simple hypothesis against a family of alternatives indexed by a one-dimensional parameter, θ. We use a test derived from the corresponding family of test stati...
Publication Info
- Year
- 1980
- Type
- article
- Volume
- 48
- Issue
- 5
- Pages
- 1107-1107
- Citations
- 50
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
50
OpenAlex
Cite This
J. D. Sargan
(1980).
Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared.
Econometrica
, 48
(5)
, 1107-1107.
https://doi.org/10.2307/1912174
Identifiers
- DOI
- 10.2307/1912174