A Wald-type test of quadratic parametric restrictions

DOI10.1016/j.econlet.2003.11.019zbMath1255.62136OpenAlexW1998334960MaRDI QIDQ1927509

Zeng-Hua Lu, Maxwell L. King

Publication date: 1 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.11.019

zbMATH Keywords

Wald testTaylor expansionnuisance parameter

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric inference under constraints (62F30) Monte Carlo methods (65C05)

Uses Software

• AS 155

Cites Work

• Unnamed Item
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
• Alternative forms of the wald test: how long is a piece of string?
• On the Formulation of Wald Tests of Nonlinear Restrictions
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
• Computing the distribution of quadratic forms in normal variables
• Numerical inversion of a characteristic function

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