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On the Differential Geometry of the Wald Test with Nonlinear Restrictions

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  • Critchley, Frank
  • Marriott, Paul
  • Salmon, Mark

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  • Critchley, Frank & Marriott, Paul & Salmon, Mark, 1996. "On the Differential Geometry of the Wald Test with Nonlinear Restrictions," Econometrica, Econometric Society, vol. 64(5), pages 1213-1222, September.
    • Handle: RePEc:ecm:emetrp:v:64:y:1996:i:5:p:1213-22
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    Cited by:

    1. Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2015. "Inference on sets in finance," Quantitative Economics, Econometric Society, vol. 6(2), pages 309-358, July.
    2. Abadir, Karim M. & Distaso, Walter, 2007. "Testing joint hypotheses when one of the alternatives is one-sided," Journal of Econometrics, Elsevier, vol. 140(2), pages 695-718, October.
    3. Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2017. "Invariant tests based on M -estimators, estimating functions, and the generalized method of moments," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 182-204, March.
    4. Albers, C.J. & Critchley, F. & Gower, J.C., 2011. "Applications of quadratic minimisation problems in statistics," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 714-722, March.
    5. Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.
    6. repec:ebl:ecbull:v:3:y:2008:i:62:p:1-10 is not listed on IDEAS
    7. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    8. Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers 12/04, Institute for Fiscal Studies.
    9. Wang, Chunlin & Marriott, Paul & Li, Pengfei, 2018. "Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 182-197.
    10. Naorayex K Dastoor, 2008. "A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis," Economics Bulletin, AccessEcon, vol. 3(62), pages 1-10.

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