Generalized Wald Methods for Testing Nonlinear Implicit and Overidentifying Restrictions

DOI10.2307/1911993zbMath0513.62117OpenAlexW2010172404MaRDI QIDQ3659000

Jerzy Szroeter

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911993

zbMATH Keywords

asymptotic powersimultaneous equations modelsoveridentifying restrictionsgeneralized Wald statisticnonlinear implicit constraintsreduced-form estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (10)

Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models ⋮ Specification tests in simultaneous equations systems ⋮ Coherency and estimation in simultaneous models with censored or qualitative dependent variables ⋮ Dynamic quantile models ⋮ Generalized inverses and asymptotic properties of Wald tests ⋮ Structural VAR models in the frequency domain ⋮ Computing Wald criteria for nested hypotheses ⋮ Qualitative threshold ARCH models ⋮ Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example ⋮ GEL CRITERIA FOR MOMENT CONDITION MODELS

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