Modified Wald tests under nonregular conditions
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Publication:1362502
DOI10.1016/S0304-4076(96)00015-2zbMath0899.62026MaRDI QIDQ1362502
Maike M. Burda, Helmut Lütkepohl
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
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