A Wald-type test of quadratic parametric restrictions
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Bibliographic Info
Article provided by Elsevier in its journal Economics Letters.
Volume (Year): 83 (2004)
Issue (Month): 3 (June)
Pages: 359-364
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Web page: http://www.elsevier.com/locate/ecolet
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- Peter C.B. Phillips & Joon Y. Park, 1986.
"On the Formulation of Wald Tests of Nonlinear Restrictions,"
Cowles Foundation Discussion Papers
801, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C B & Park, Joon Y, 1988. "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 56(5), pages 1065-83, September.
- Ansley, Craig F. & Kohn, Robert & Shively, Thomas S., 1992. "Computing p-values for the generalized Durbin-Watson and other invariant test statistics," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 277-300.
- Zeng-Hua Lu & Maxwell King, 2002. "Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 149-165.
- Rothenberg, Thomas J., 1984. "Approximating the distributions of econometric estimators and test statistics," Handbook of Econometrics, in: Z. Griliches†& M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 15, pages 881-935 Elsevier.
- Lafontaine, Francine & White, Kenneth J., 1986. "Obtaining any Wald statistic you want," Economics Letters, Elsevier, vol. 21(1), pages 35-40.
- Gregory, Allan W & Veall, Michael R, 1985. "Formulating Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 53(6), pages 1465-68, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- 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.
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