Modified Wald tests under nonregular conditions (Q1362502)

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Modified Wald tests under nonregular conditions
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    title
    Modified Wald tests under nonregular conditions (English)
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    author
    Maike M. Burda
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    Helmut Lütkepohl
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    publication date
    12 August 1997
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    Mathematics Subject Classification ID
    62F05
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    62F12
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    62M10
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    62P20
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    zbMATH DE Number
    1043970
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    zbMATH Keywords
    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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