On the Distribution of two Alternative Structural t Statistics
两种替代结构t统计量的分布
Two alternative structural t statistics for simultaneous equation models are derived. The statistics could be used to test hypotheses or construct confidence intervals for coefficients in econometric models. It is demonstrated that the exact distribution functions converge to Student's t-distribution function as the concentration parameter increases. Computations of the variance of the t-statistics indicate the degree of approximation afforded by the limiting distribution…