On the Differential Geometry of the Wald Test with Nonlinear Restrictions
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 64 (1996)
Issue (Month): 5 (September)
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- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012.
"Inference on sets in finance,"
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- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP46/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- 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.
- 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.
- 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.
- repec:ebl:ecbull:v:3:y:2008:i:62:p:1-10 is not listed on IDEAS
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