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Modified Wald tests for non-linear restrictions: A cautionary tale

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  • Goh, Kim-Leng
  • King, Maxwell L.

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  • Goh, Kim-Leng & King, Maxwell L., 1996. "Modified Wald tests for non-linear restrictions: A cautionary tale," Economics Letters, Elsevier, vol. 53(2), pages 133-138, November.
    • Handle: RePEc:eee:ecolet:v:53:y:1996:i:2:p:133-138
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    1. Gregory, Allan W & Veall, Michael R, 1987. "Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 61-68, January.
    2. Lafontaine, Francine & White, Kenneth J., 1986. "Obtaining any Wald statistic you want," Economics Letters, Elsevier, vol. 21(1), pages 35-40.
    3. Gregory, Allan W. & Veall, Michael R., 1986. "Wald tests of common factor restrictions," Economics Letters, Elsevier, vol. 22(2-3), pages 203-208.
    4. de Paula Ferrari, Silvia L. & Cribari-Neto, Francisco, 1993. "On the corrections to the Wald test of non-linear restrictions," Economics Letters, Elsevier, vol. 42(4), pages 321-326.
    5. Phillips, Peter C B & Park, Joon Y, 1988. "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 56(5), pages 1065-1083, September.
    6. Gregory, Allan W & Veall, Michael R, 1985. "Formulating Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 53(6), pages 1465-1468, November.
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