{"created":"2021-03-01T07:02:08.009053+00:00","id":42268,"links":{},"metadata":{"_buckets":{"deposit":"b97534c8-dfba-4cfd-8c2f-c1cd0d437073"},"_deposit":{"id":"42268","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42268"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042268","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2007-05","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-499","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":"We develop the likelihood ratio criterion (LRC) for testing the coefficients of a structural equation in a system of simultaneous equations in econometrics. We relate the likelihood ratio criterion to the AR statistic proposed by Anderson and Rubin (1949, 1950), which has been widely known and used in econometrics over the past several decades. The method originally developed by Anderson and Rubin (1949, 1950) can be modified to the situation when there are many (or weak in some sense) instruments which may have some relevance in recent econometrics. The method of LRC can be extended to the linear functional relationships (or the errors-in-variables) model, the reduced rank regression and the cointegration models.","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/2007/2007cf499ab.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":"Department of Statistic and Department of Economics, Stanford University"},{"subitem_text_value":"Graduate School of Economics, University of Tokyo"}]},"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":"Anderson, T. W."}],"nameIdentifiers":[{"nameIdentifier":"97264","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kunitomo, Naoto"}],"nameIdentifiers":[{"nameIdentifier":"97265","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Structural Equation","subitem_subject_scheme":"Other"},{"subitem_subject":"Likelihood Ratio Criterion(LRC)","subitem_subject_scheme":"Other"},{"subitem_subject":"Anderson-Rubin(AR) test","subitem_subject_scheme":"Other"},{"subitem_subject":"Weak Instruments","subitem_subject_scheme":"Other"},{"subitem_subject":"Many Instruments","subitem_subject_scheme":"Other"},{"subitem_subject":"Reduced Rank Regression","subitem_subject_scheme":"Other"},{"subitem_subject":"Cointegration","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":"On Likelihood Ratio Tests of Structural Coefficients : Anderson-Rubin (1949) revisited","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"On Likelihood Ratio Tests of Structural Coefficients : Anderson-Rubin (1949) revisited"}]},"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":"42268","relation_version_is_last":true,"title":["On Likelihood Ratio Tests of Structural Coefficients : Anderson-Rubin (1949) revisited"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:27.514640+00:00"}