摘要
The usual F--test has been used to test a general linear hypothesis for a two--stage least squaresmethod in a system of economic equations. However, we find that this F--test is actuallyasymptotically invalid. Some suggestions are given for testing a general linear hypothesis in thissituation.
The usual F--test has been used to test a general linear hypothesis for a two--stage least squaresmethod in a system of economic equations. However, we find that this F--test is actuallyasymptotically invalid. Some suggestions are given for testing a general linear hypothesis in thissituation.
