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On The Asymptotic Null-Distribution Of The Wald Statistic At Singular Parameter Points

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  • Gaffke Norbert

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  • Gaffke Norbert, 2002. "On The Asymptotic Null-Distribution Of The Wald Statistic At Singular Parameter Points," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 379-398, April.
    • Handle: RePEc:bpj:strimo:v:20:y:2002:i:1-4:p:379-398:n:21
    DOI: 10.1524/strm.2002.20.14.379
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    References listed on IDEAS

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    1. Robin, Jean-Marc & Smith, Richard J., 2000. "Tests Of Rank," Econometric Theory, Cambridge University Press, vol. 16(2), pages 151-175, April.
    2. Gregory, Allan W & Veall, Michael R, 1985. "Formulating Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 53(6), pages 1465-1468, November.
    3. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
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