Modified Wald tests for non-linear restrictions: A cautionary tale

DOI10.1016/S0165-1765(96)00909-3zbMath0896.90044WikidataQ59260184 ScholiaQ59260184MaRDI QIDQ1392152

Maxwell L. King, Kim-Leng Goh

Publication date: 23 July 1998

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationpowersizeWald testnonlinear restrictions

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• On the corrections to the Wald test of nonlinear restrictions
• Alternative forms of the wald test: how long is a piece of string?
• On the Formulation of Wald Tests of Nonlinear Restrictions

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