The paper compares the power functions of the conventional tests of significance based on asymptotic theory with those of some alternative tests suggested by Dhrymes and Richardson and Rohr and also a test that was suggested earlier by Anderson and Rubin in a simple two equation model by means of Monte Carlo experiments.
MLA
Maddala, G. S.. “Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models.” Econometrica, vol. 42, .no 5, Econometric Society, 1974, pp. 841-851, https://www.jstor.org/stable/1913792
Chicago
Maddala, G. S.. “Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models.” Econometrica, 42, .no 5, (Econometric Society: 1974), 841-851. https://www.jstor.org/stable/1913792
APA
Maddala, G. S. (1974). Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models. Econometrica, 42(5), 841-851. https://www.jstor.org/stable/1913792
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