Generalized inverses and asymptotic properties of Wald tests

DOI10.1016/0165-1765(87)90069-3zbMath1328.62646OpenAlexW1978483764MaRDI QIDQ900005

Quang H. Vuong

Publication date: 1 January 2016

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

Full work available at URL: https://authors.library.caltech.edu/81423/

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

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Cites Work

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• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Some useful equivalence properties of Hausman's test
• Weak convergence of the sample distribution function when parameters are estimated
• Generalized Wald Methods for Testing Nonlinear Implicit and Overidentifying Restrictions
• A Remark on Hausman's Specification Test
• On unification of the asymptotic theory of nonlinear econometric models
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• Specification Tests in Econometrics
• End-of-Sample Instability Tests
• On the Continuity of the Generalized Inverse
• ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE

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