This paper develops a general method for conducting exact small-sample inference in models which allow the estimator of the (scalar) parameter of interest to be expressed as the root of an estimating function, and which is particularly simple to implement for linear models with a covariance...

A number of test statistics arising in econometrics can be expressed as a weighted ratio of quadratic forms in normal variables (ROQNV), but tractable expressions for computing their pdf and cdf do not exist. A numerical method for evaluating the cdf is given in Imhof (1961) but has the...