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Generalized Wald Methods for Testing Nonlinear Implicit and Overidentifying Restrictions

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Author Info
Szroeter, Jerzy
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 51 (1983)
Issue (Month): 2 (March)
Pages: 335-53
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Handle: RePEc:ecm:emetrp:v:51:y:1983:i:2:p:335-53

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  1. Ramdan Dridi, 2000. "Simulated Asymptotic Least Squares Theory," STICERD - Econometrics Paper Series /2000/396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  2. Gouriéroux, Christian & Monfort, Alain, 1997. "Modèles de comptage semi-paramétriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 525-550, mars-juin. [Downloadable!]
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  3. Kodde, D.A. & Palm, F.C., 1985. "Computing wald criteria for nested hypotheses," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  4. Richard Smith, 2004. "GEL Criteria for Moment Condition Models," CeMMAP working papers CWP19/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  5. Emmanuelle Clement & Christian Gourieroux & Alain Monfort, 1995. "Linear Factor Models and the Term Structure of Interest Rates," Annales d'Economie et de Statistique, ADRES, issue 40, pages 05, Octobre-D. [Downloadable!]
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