The Geometry of the Wald Test
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Other versions of this item:
- Davidson, R., 1991. "The Geometry of the Wald Test," G.R.E.Q.A.M. 91a11, Universite Aix-Marseille III.
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Cited by:
- Bera, A.K. & Ullah, A., 1991.
"RAO's Score Test in Econometrics,"
Other publications TiSEM
667d7827-c9d6-4f00-8183-6, Tilburg University, School of Economics and Management.
- Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Discussion Paper 1991-43, Tilburg University, Center for Economic Research.
- Bera, A.K. & Ullah, A., 1991. "Rao's Score Test in Econometrics," Papers 9143, Tilburg - Center for Economic Research.
- repec:ebl:ecbull:v:3:y:2008:i:62:p:1-10 is not listed on IDEAS
- Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.
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Keywords
Wald test; C( ) test; nonlinear restrictions; invariance under reparametrisation; differential geometry; geodesics;All these keywords.
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