Modified Wald tests under nonregular conditions (Q1362502): Difference between revisions

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Latest revision as of 17:57, 27 May 2024

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Modified Wald tests under nonregular conditions
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    Modified Wald tests under nonregular conditions (English)
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    12 August 1997
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    nonlinear restrictions
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    Wald test
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    vector autoregressive processes
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    multiple time series
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    causality
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