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Formulating Wald Tests of Nonlinear Restrictions

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Gregory, Allan W
Veall, Michael R

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 53 (1985)
Issue (Month): 6 (November)
Pages: 1465-68
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Handle: RePEc:ecm:emetrp:v:53:y:1985:i:6:p:1465-68

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  2. J. Dufour, . "Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration," Sonderforschungsbereich 373 1995-27, Humboldt Universitaet Berlin.
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  3. Drew Fudenberg & David K. Levine & Paul Ruud, 1984. "Strike Activity, Wage Settlements and Rationality," Levine's Working Paper Archive 2205, UCLA Department of Economics. [Downloadable!]
  4. Marcos A. Rangel & Duncan Thomas, 2006. "Out of West Africa: Evidence on the Efficient Allocation of Resources within Farm Households," Working Papers 0515, Harris School of Public Policy Studies, University of Chicago. [Downloadable!]
  5. Bierens, H.J., 1987. "Nonlinear parametric regression analysis," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  6. Oral CAPPS, 1993. "Uses Of Supermarket Scan Data In Demand Analysis," Emerging Data Issues in Applied Food Demand Analysis; s21693capp01, S216, Food Demand and Consumption Behavior Regional Committee. [Downloadable!]
  7. Francisco J. Goerlich Gisbert, 1992. "Un test alternativo de la hipótesis de sustitución intertemporal del trabajo," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 259-280, May. [Downloadable!]
  8. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2004. "Normalization in econometrics," Working Paper 2004-13, Federal Reserve Bank of Atlanta. [Downloadable!]
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  9. Laura Crespo, 2005. "Estimation And Testing Of Household Labour Supply Models: Evidence From Spain," Working Papers. Serie AD 2005-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  10. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  11. Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society. [Downloadable!]
  12. Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001. "How Big is the Speculative Component in Australian Share Prices?," Economics Discussion / Working Papers 01-14, The University of Western Australia, Department of Economics. [Downloadable!]
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  13. Martin Browning & Pierre-André Chiappori & Arthur Lewbel, . "Estimating Consumption Economies of Scale, Adult Equivalence Scales, and Household Bargaining Power," CAM Working Papers 2003-12, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Dec 2003. [Downloadable!]
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  14. John Y. Campbell & Robert J. Shiller, 1988. "Stock Prices, Earnings and Expected Dividends," Cowles Foundation Discussion Papers 858, Cowles Foundation, Yale University. [Downloadable!]
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  15. Helen Popper, 1995. "Term premia comovement in German, Japanese, and U.S. domestic markets," Open Economies Review, Springer, vol. 6(1), pages 49-62, January. [Downloadable!] (restricted)
  16. Craig Burnside & Martin Eichenbaum, 1994. "Small Sample Properties of Generalized Method of Moments Based Wald Tests," NBER Technical Working Papers 0155, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  17. Blix, Mårten, 1997. "Rational Expectations in a VAR with Markov Switching," Seminar Papers 627, Stockholm University, Institute for International Economic Studies. [Downloadable!]
  18. Samuel G. Berlinski, 2000. "Contracting-out and the Interindustry Wage Structure: Do Norms of Internal Equity Matter in Wage Determination?," Econometric Society World Congress 2000 Contributed Papers 1053, Econometric Society. [Downloadable!]
  19. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996. [Downloadable!]
  20. John Y. Campbell & Robert J. Shiller, 1988. "Cointegration and Tests of Present Value Models," NBER Working Papers 1885, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. Michel Normandin, 1994. "Budget Deficit Persistence and the Twin Deficits Hypothesis," Cahiers de recherche CREFE / CREFE Working Papers 31, CREFE, Université du Québec à Montréal. [Downloadable!]
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