Pages that link to "Item:Q3790519"

The following pages link to On the Formulation of Wald Tests of Nonlinear Restrictions (Q3790519):

Displaying 29 items.

• Generalized Cornish-Fisher expansions (Q420541) (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
• Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
• Bartlett-corrected tests for heteroskedastic linear models (Q673560) (← links)
• Box-Cox transforms for realized volatility (Q737272) (← links)
• Edgeworth expansions for GEL estimators (Q765836) (← links)
• The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
• On Wald tests for globally and locally quadratic restrictions (Q1185203) (← links)
• Nonlinear models, rescaling and test invariance (Q1200018) (← links)
• A cointegration approach to estimating preference parameters (Q1265791) (← links)
• On the corrections to the Wald test of nonlinear restrictions (Q1318522) (← links)
• Modified Wald tests for non-linear restrictions: A cautionary tale (Q1392152) (← links)
• Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
• Term premia comovement in German, Japanese, and U.S. domestic markets (Q1804599) (← links)
• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
• Duration response measurement error (Q1867738) (← links)
• A Wald-type test of quadratic parametric restrictions (Q1927509) (← links)
• Higher-order least squares inference for spatial autoregressions (Q2106404) (← links)
• VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN (Q4561966) (← links)
• ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
• On the finite sample effects of nonlinear reparameterizations (Q4883724) (← links)
• FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS (Q4917230) (← links)
• EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS (Q4979324) (← links)
• ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
• Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
• Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
• Invariance and the Wald test (Q5952951) (← links)