@article{52452b469c2d4679b044a16f578d6309,
title = "Some consequences of model misspecification for t testing in a structural equation",
abstract = "This paper examines the distribution theory relevant to statistics obtained from a single structural equation from a system of simultaneous equations. Attention is focused on t statistics in misspecified models which have been estimated by instrumental variable techniques.",
keywords = "Conditional normal theory, Misspecified structural equations, Omitted variables, T tests",
author = "Skeels, {Christopher L.} and Smith, {Murray D.}",
note = "Funding Information: Trust as a CommonwealthV isiting Fellow and the support of the Royal Netherlands Academy of Arts and Sciencesu nder the Joint AcademiesA' ustralia-Netherlands Exchange Program. For their very helpful comments we also thank Eric Sowey, Estelle Lazer, seminar participantsa t the 1992 AustralasianM eetingof the Econometric Society and two anonymous referees.A ny remaining errors are the sole responsibilityo f the authors.",
year = "1996",
month = mar,
day = "1",
doi = "10.1016/0378-3758(95)00057-7",
language = "English",
volume = "50",
pages = "251--271",
journal = "Journal of Statistical Planning and Inference",
issn = "0378-3758",
publisher = "Elsevier",
number = "2",
}