On Wald tests for globally and locally quadratic restrictions

DOI10.1016/0304-4076(91)90021-5zbMath0745.62105OpenAlexW2057986926MaRDI QIDQ1185203

Gordon C. R. Kemp

Publication date: 28 June 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(91)90021-5

zbMATH Keywords

asymptotic propertiesWald testsquadratic restrictionsclassical linear regression modelfinite-sample propertieslocally quadratic restrictionstesting for second-order COMFAC restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Testing strategies for model specification
• A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification
• Alternative forms of the wald test: how long is a piece of string?
• On the Formulation of Wald Tests of Nonlinear Restrictions
• Some Tests of Dynamic Specification for a Single Equation
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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