Asymptotic Results for Generalized Wald Tests
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Note: CFP 694.
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- Andrews, Donald W. K., 1987. "Asymptotic Results for Generalized Wald Tests," Econometric Theory, Cambridge University Press, vol. 3(3), pages 348-358, June.
References listed on IDEAS
- Donald W.K. Andrews, 1985. "Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications," Cowles Foundation Discussion Papers 762, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews, 1985. "Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory," Cowles Foundation Discussion Papers 763R, Cowles Foundation for Research in Economics, Yale University, revised Jun 1986.
- Holly, Alberto, 1982. "A Remark on Hausman's Specification Test," Econometrica, Econometric Society, vol. 50(3), pages 749-759, May.
- Hausman, Jerry A. & Taylor, William E., 1981. "A generalized specification test," Economics Letters, Elsevier, vol. 8(3), pages 239-245.
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Keywords
Generalized inverse; Wald test; asymptotics; chi-square;All these keywords.
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