Modified Wald tests under nonregular conditions
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References listed on IDEAS
- Andrews, Donald W. K., 1987. "Asymptotic Results for Generalized Wald Tests," Econometric Theory, Cambridge University Press, pages 348-358.
- Gallant, Ronald & Tauchen, George, 1989.
"Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications,"
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- Gallant, A.R. & Tauchen, G., 1988. "Seminonparametric Estimation Of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications," Papers 88-59, Chicago - Graduate School of Business.
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- Bruneau, C. & Nicolai, J.P., 1992. "Probabilistic Foundations of a Causal Analysis in Stationary Vectorial Autoregressive Model," Papers 1992-04, Caisse des Depots et Consignations - Cahiers de recherche.
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- 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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