Invariance and the Wald test

DOI10.1016/S0304-4076(01)00048-3zbMath1066.62545MaRDI QIDQ5952951

Gordon C. R. Kemp

Publication date: 2001

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

zbMATH Keywords

COMFAC restrictionsData transformationsInvarianceWald tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Geometry of parametric binary choice models

Cites Work

• Nonlinear models, rescaling and test invariance
• 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
• Invariance, Nonlinear Models, and Asymptotic Tests

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