Generalized Wald Methods for Testing Nonlinear Implicit and Overidentifying Restrictions

DOI10.2307/1911993zbMATH Open0513.62117OpenAlexW2010172404MaRDI QIDQ3659000FDOQ3659000

Authors: 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)

Cited In (10)

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

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