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Modified Wald test for regression disturbances

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  • Laskar, Mizan R.
  • King, Maxwell L.

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  • Laskar, Mizan R. & King, Maxwell L., 1997. "Modified Wald test for regression disturbances," Economics Letters, Elsevier, vol. 56(1), pages 5-11, September.
    • Handle: RePEc:eee:ecolet:v:56:y:1997:i:1:p:5-11
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    References listed on IDEAS

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    1. Nelson, Forrest D & Savin, N E, 1990. "The Danger of Extrapolating Asymptotic Local Power," Econometrica, Econometric Society, vol. 58(4), pages 977-981, July.
    2. Engle, Robert F., 1984. "Wald, likelihood ratio, and Lagrange multiplier tests in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 13, pages 775-826, Elsevier.
    3. Ara, I. & King, M.L., 1995. "Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances," Monash Econometrics and Business Statistics Working Papers 12/95, Monash University, Department of Econometrics and Business Statistics.
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    Cited by:

    1. Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," Working Papers 19/001, European Xtramile Centre of African Studies (EXCAS).
    2. Jahar Bhowmik & Maxwell King, 2007. "Maximal invariant likelihood based testing of semi-linear models," Statistical Papers, Springer, vol. 48(3), pages 357-383, September.

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