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Some aspects regarding the extension of Edgeworth test to nonlinear restrictions

Author

Listed:
  • Constantin ANGHELACHE

    (Academia de Studii Economice, Bucuresti, Universitatea „Artifex” din Bucuresti)

  • Alexandru MANOLE

    (Universitatea „Artifex” din Bucuresti)

  • Madalina Gabriela ANGHEL

    (Universitatea „Artifex” din Bucuresti)

  • Georgiana NITU

    (Academia de Studii Economice, Bucuresti)

Abstract

This paper presents the most important elements of the Edgeworth tests applied to non-linear restrictions. Following a brief introduction, the authors develop on the linear regression with non-linear hypothesis, the variant choice and weight matrix. The authors take into consideration the fact that the popularity of the Wald test is counterbalanced by is lack of invariance to hypothesis modeling.

Suggested Citation

  • Constantin ANGHELACHE & Alexandru MANOLE & Madalina Gabriela ANGHEL & Georgiana NITU, 2016. "Some aspects regarding the extension of Edgeworth test to nonlinear restrictions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(2), pages 83-86, February.
    • Handle: RePEc:rsr:supplm:v:64:y:2016:i:2:p:83-86
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    References listed on IDEAS

    as
    1. Gabriela Victoria ANGHELACHE & Constantin ANGHELACHE & Andreea Gabriela BALTAC & Ligia PRODAN, 2013. "Non-linear Regression used in Economic Analysis," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 7-18, March.
    2. Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing, 2013. "Wald Tests For Detecting Multiple Structural Changes In Persistence," Econometric Theory, Cambridge University Press, vol. 29(2), pages 289-323, April.
    3. Constantin Anghelache & Madalina-Gabriela Anghel, 2015. "Main aspects regarding some non-linear models used in economic analyses," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(9), pages 7-10, September.
    4. R. F. Engle & D. McFadden (ed.), 1986. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 4, number 4, March.
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