Asymptotic expansions of the distributions of likelihood ratio and Lagrange multiplier test statistics for nonlinear restrictions on regression coefficients are derived under the null hypothesis.

We have looked at how to solve equations with one unknown value, but what happens when there are two unknown values? An equation with two unknown values will have infinitely many solutions. or \(x=100 ...

A system of equations where the output of one equation is part of the input for another. A simple version of a dynamical system is linear simultaneous equations. Non-linear simultaneous equations are ...

Giles (1982) derived the asymptotic properties of instrumental variable estimators of parameters in a linear regression model with stochastic regressors when parameters are subject to exact linear ...