{"created":"2021-03-01T07:02:06.110686+00:00","id":42240,"links":{},"metadata":{"_buckets":{"deposit":"ed98225c-0968-44a0-8964-a86a0025bef8"},"_deposit":{"id":"42240","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42240"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042240","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2007-02","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-467","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper studies the properties of t-ratios associated with the limited information maximum likelihood (LIML) estimators in a structural form estimation when the number of instrumental variables is large. Asymptotic expansions are made of the distributions of a large K t-ratio statistic under large-Kn asymptotics. A modified t-ratio statistic is proposed from the asymptotic expansion. The power of the large K t-ratio test dominates the AR test, the K-test by Kleibergen (2002), and the conditional LR test by Moreira (2003); and the difference can be substantial when the instruments are weak.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2007/2007cf467ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学大学院経済学研究科"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Matsushita, Yukitoshi"}],"nameIdentifiers":[{"nameIdentifier":"97203","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Many instruments","subitem_subject_scheme":"Other"},{"subitem_subject":"Asymptotic expansions","subitem_subject_scheme":"Other"},{"subitem_subject":"t-ratio","subitem_subject_scheme":"Other"},{"subitem_subject":"Limited Information Mazimum Likelihood (LIML)","subitem_subject_scheme":"Other"},{"subitem_subject":"Liner Simultaneous Equations System","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"t-Tests in a Structural Equation with Many Instruments","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"t-Tests in a Structural Equation with Many Instruments"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42240","relation_version_is_last":true,"title":["t-Tests in a Structural Equation with Many Instruments"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:14:23.626922+00:00"}