On the Differential Geometry of the Wald Test with Nonlinear Restrictions
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- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2015.
"Inference on sets in finance,"
Econometric Society, vol. 6(2), pages 309-358, July.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP04/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on Sets in Finance," Papers 1211.4282, arXiv.org.
- 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.
- repec:ebl:ecbull:v:3:y:2008:i:62:p:1-10 is not listed on IDEAS
- Abadir, Karim M. & Distaso, Walter, 2007.
"Testing joint hypotheses when one of the alternatives is one-sided,"
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- K Abadir & W Distaso, "undated". "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
- repec:eee:jmvana:v:166:y:2018:i:c:p:182-197 is not listed on IDEAS
- 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.
- 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.
- Patricia Giménez & Jorge N. López & Lucas Guarracino, 2016. "Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 19-42, February.
- 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.
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