t Test in a Structural Equation
研究了LIML、TSLS和OLS估计量在结构方程中t比率的性质，证明了其矩的存在性，通过蒙特卡洛模拟和渐近展开分析了t检验和似然比检验的实际大小与理论偏差，并推导了渐近功效函数。
Properties of t ratios associated with the LIML, TSLS, and OLS estimators in a structural form estimation are studied. The existence of moments of these t ratios including the LIML form is proved first. Second, Monte Carlo simulations are performed to find out real sizes of the t test and the likelihood ratio test. Third, asymptotic expansions of the distributions of t ratios are derived under the null hypothesis to find out deviations of real sizes from nominal sizes theoretically. The asymptotic power functions are also derived