On the Formulation of Wald Tests of Nonlinear Restrictions
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Publication:3790519
DOI10.2307/1911359zbMath0646.62102OpenAlexW2107157401MaRDI QIDQ3790519
Peter C. B. Phillips, Joon Y. Park
Publication date: 1988
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d08/d0801.pdf
asymptotic expansionsEdgeworth expansionsaccelerated convergencetensor product representationsWald test of nonlinear restrictions
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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