Modified Wald test for regression disturbances

DOI10.1016/S0165-1765(97)00128-6zbMath0895.90051OpenAlexW2030766818MaRDI QIDQ1389540

Maxwell L. King, Mizan R. Laskar

Publication date: 30 June 1998

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00128-6

zbMATH Keywords

powersizeWald testMA(1)regression disturbancesnull Wald test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Maximal invariant likelihood based testing of semi-linear models ⋮ Pre-checking for non-monotonicity of the Wald statistic ⋮ An alternative Wald type test for two linear restrictions with applications to non-linear models

Cites Work

• Hypothesis testing in the presence of nuisance parameters
• The Danger of Extrapolating Asymptotic Local Power
• Understanding Wald's Test for Exponential Families
• Wald's Test as Applied to Hypotheses in Logit Analysis
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