Exact Finite Sample Density Functions of GCL Estimators of Structural Coefficients in a Leading Exactly Identifiable Case
一个典型恰好识别情形下结构系数 GCL 估计量的精确有限样本密度
As is true of any statistical application, testing econometric statistical hypotheses involves constructing critical regions with prescribed probabilities of Type I error and determining probabilities of Type II error under alternative hypotheses. Such constructions and determinations presuppose knowledge of exact statistical distribution functions of econometric estimators and test statistics either directly, or indirectly, as in the case where a statistical distribution…