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On the corrections to the Wald test of non-linear restrictions

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  • de Paula Ferrari, Silvia L.
  • Cribari-Neto, Francisco

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  • de Paula Ferrari, Silvia L. & Cribari-Neto, Francisco, 1993. "On the corrections to the Wald test of non-linear restrictions," Economics Letters, Elsevier, vol. 42(4), pages 321-326.
    • Handle: RePEc:eee:ecolet:v:42:y:1993:i:4:p:321-326
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    Cited by:

    1. Goh, Kim-Leng & King, Maxwell L., 1996. "Modified Wald tests for non-linear restrictions: A cautionary tale," Economics Letters, Elsevier, vol. 53(2), pages 133-138, November.
    2. Alain Hecq & Li Sun, 2021. "Adaptive Random Bandwidth for Inference in CAViaR Models," Papers 2102.01636, arXiv.org.
    3. Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2007. "Improved statistical inference for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4656-4681, May.
    4. Cribari-Netoa, Francisco & Ferrari, Silvia L. P., 1995. "Bartlett-corrected tests for heteroskedastic linear models," Economics Letters, Elsevier, vol. 48(2), pages 113-118, May.

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