On Wald tests for globally and locally quadratic restrictions
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Publication:1185203
DOI10.1016/0304-4076(91)90021-5zbMath0745.62105MaRDI QIDQ1185203
Publication date: 28 June 1992
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(91)90021-5
asymptotic properties; Wald tests; quadratic restrictions; classical linear regression model; finite-sample properties; locally quadratic restrictions; testing for second-order COMFAC restrictions
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62F30: Parametric inference under constraints
62F05: Asymptotic properties of parametric tests
Cites Work
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- Some Tests of Dynamic Specification for a Single Equation
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large