Modified Wald test for regression disturbances

DOI10.1016/S0165-1765(97)00128-6MaRDI QIDQ1389540zbMATH OpenOpenAlexFDO

Authors Mizan R. Laskar, Maxwell L. King

Publication date 30 June 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(97)00128-6

zbMATH Keywords

powerWald testsizeMA(1)regression disturbancesnull Wald test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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• Modified Wald tests for non-linear restrictions: A cautionary tale
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• Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
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Cites work

• scientific article; zbMATH DE number 3930202 (Why is no real title available?)
• scientific article; zbMATH DE number 48305 (Why is no real title available?)
• scientific article; zbMATH DE number 472951 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• Hypothesis testing in the presence of nuisance parameters
• The Danger of Extrapolating Asymptotic Local Power
• Understanding Wald's Test for Exponential Families
• Wald's Test as Applied to Hypotheses in Logit Analysis

Cited in

(3)

• An alternative Wald type test for two linear restrictions with applications to non-linear models
• Pre-checking for non-monotonicity of the Wald statistic
• Maximal invariant likelihood based testing of semi-linear models

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