Description Usage Arguments Value

This function implements the Computation of the test statistic T given in section 3. "Statistical tests" of "Rationalizing Rational Expectations? Tests and Deviations".

1 | ```
T_stat(m_bar, Sigma_bar, prob_weight, N_g, N_k, p)
``` |

`m_bar` |
the moments m_bar for the different instrumental functions h considered |

`Sigma_bar` |
the matrix of all the variances of the moments m_bar for the different instrumental functions h considered |

`prob_weight` |
vector of weigths for the test statistic |

`N_g` |
number of instrumental functions h considered |

`N_k` |
number of moments |

`p` |
the parameter p in the Statistic. |

a real T which is the test statistic

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