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On the Formulation of Wald Tests of Nonlinear Restrictions

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Cited by:

  1. Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February.
  2. 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.
  3. Davidson, Russell & MacKinnon, James G, 1999. "Bootstrap Testing in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
  4. Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
  5. Demos Antonis & Kyriakopoulou Dimitra, 2019. "Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-20, January.
  6. Provenzano Sandro, 2017. "The Empirics of Hidden Labor Force Dynamics in Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 237(5), pages 373-406, October.
  7. Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December.
  8. Anyck Dauphin & Abdel‐Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2011. "Are Children Decision‐Makers within the Household?," Economic Journal, Royal Economic Society, vol. 121(553), pages 871-903, June.
  9. Julie L. Hotchkiss & Menbere Shiferaw, 2011. "Decomposing the education wage gap: everything but the kitchen sink," Review, Federal Reserve Bank of St. Louis, vol. 93(July), pages 243-272.
  10. Helen Popper, 1995. "Term premia comovement in German, Japanese, and U.S. domestic markets," Open Economies Review, Springer, vol. 6(1), pages 49-62, January.
  11. repec:ebl:ecbull:v:3:y:2008:i:62:p:1-10 is not listed on IDEAS
  12. Paul Rilstone, 2021. "Higher-Order Stochastic Expansions and Approximate Moments for Non-linear Models with Heterogeneous Observations," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 99-120, December.
  13. Kenneth D. West & David W. Wilcox, 1993. "Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model," Finance and Economics Discussion Series 93-29, Board of Governors of the Federal Reserve System (U.S.).
  14. Alain Hecq & Li Sun, 2021. "Adaptive Random Bandwidth for Inference in CAViaR Models," Papers 2102.01636, arXiv.org.
  15. Temel, Tugrul T., 2001. "A Nonparametric Hypothesis Test Via The Bootstrap Resampling," 2001 Annual meeting, August 5-8, Chicago, IL 20600, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  16. Viktor Burlaka & Oleksii Serdiuk & Jun Sung Hong & Lisa A. O’Donnell & Serhii Maksymenko & Vitalii Panok & Heorhii Danylenko & Igor Linskiy & Valerii Sokurenko & Iuliia Churakova & Nadiya Ilchyshyn, 2022. "Child Internalizing Problems in Ukraine: The Role of Prosocial and Antisocial Friends and Generalized Self-Efficacy," Societies, MDPI, vol. 12(5), pages 1-10, October.
  17. Rossi, Francesca & Robinson, Peter M., 2023. "Higher-order least squares inference for spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 244-269.
  18. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society.
  19. Poonacha K. Medappa & Shirish C. Srivastava, 2019. "Does Superposition Influence the Success of FLOSS Projects? An Examination of Open-Source Software Development by Organizations and Individuals," Information Systems Research, INFORMS, vol. 30(3), pages 764-786, September.
  20. Phillips, Peter C.B., 2003. "Vision And Influence In Econometrics: John Denis Sargan," Econometric Theory, Cambridge University Press, vol. 19(3), pages 495-511, June.
  21. Linton, Oliver, 1995. "Second Order Approximation in the Partially Linear Regression Model," Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
  22. Lung-fei Lee & Jihai Yu, 2012. "The C(α)-type gradient test for spatial dependence in spatial autoregressive models," Letters in Spatial and Resource Sciences, Springer, vol. 5(3), pages 119-135, October.
  23. Francesco Bravo, "undated". "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
  24. Falk, Barry, 1989. "Testing the Present Value Model of Farmland Prices," ISU General Staff Papers 198902010800001197, Iowa State University, Department of Economics.
  25. Thomas, Duncan & Contreras, Dante & Frankerberg, Elizabeth, 2002. "Distribution of power within the household and child health," MPRA Paper 80075, University Library of Munich, Germany, revised Mar 2002.
  26. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
  27. Kemp, Gordon C. R., 2001. "Invariance and the Wald test," Journal of Econometrics, Elsevier, vol. 104(2), pages 209-217, September.
  28. Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics: From A. L. Nagar to Now," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 17-37, December.
  29. Linton, O. & Tang, H., 2020. "Estimation of the Kronecker Covariance Model by Quadratic Form," Cambridge Working Papers in Economics 2050, Faculty of Economics, University of Cambridge.
  30. Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2017. "Invariant tests based on M -estimators, estimating functions, and the generalized method of moments," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 182-204, March.
  31. Antoine, Bertille & Renault, Eric, 2012. "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
  32. Nijman, T.E. & Verbeek, M.J.C.M., 1993. "Nonresponse in panel data : The impact on estimates of a life cycle consumption function," Other publications TiSEM 7e304903-485c-4f36-b13a-f, Tilburg University, School of Economics and Management.
  33. Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  34. P.C.B. Phillips, 1988. "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.
  35. Kundhi, Gubhinder & Rilstone, Paul, 2012. "Edgeworth expansions for GEL estimators," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 118-146.
  36. Adelina Gschwandtner, 2005. "Profit persistence in the 'very' long run: evidence from survivors and exiters," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 793-806.
  37. Naorayex K Dastoor, 2008. "A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis," Economics Bulletin, AccessEcon, vol. 3(62), pages 1-10.
  38. Gu, Jing & Zhang, Fujuan & Xu, Xun & Xue, Chaokai, 2023. "Stay or switch? The impact of venture capitalists' movement across network communities on enterprises’ innovation performance," Technovation, Elsevier, vol. 125(C).
  39. Lu, Zeng-Hua & King, Maxwell L., 2004. "A Wald-type test of quadratic parametric restrictions," Economics Letters, Elsevier, vol. 83(3), pages 359-364, June.
  40. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
  41. Marc Aerts & Gerda Claeskens, 1999. "Bootstrapping Pseudolikelihood Models for Clustered Binary Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 515-530, September.
  42. Brown, Kenneth & Cribari-Neto, Francisco, 1992. "On Hypothesis Testing: A Selective Look at the Lagrange Multiplier, Likelihood Ratio and Wald Tests," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 12(2), November.
  43. Gubhinder Kundhi & Paul Rilstone, 2020. "Simplified Matrix Methods for Multivariate Edgeworth Expansions," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(2), pages 293-326, June.
  44. Giovanni Andrea Cornia & Stefano Rosignoli & Luca Tiberti, 2011. "The Impact of the Food and Financial Crises on Child Mortality: The case of sub-Saharan Africa," Papers inwopa633, Innocenti Working Papers.
  45. Arvanitis Stelios & Demos Antonis, 2014. "Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 183-235, July.
  46. Laura Crespo, 2005. "Estimation And Testing Of Household Labour Supply Models: Evidence From Spain," Working Papers. Serie AD 2005-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  47. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
  48. Danielle Wallace & John M. Eason & Jason Walker & Sherry Towers & Tony H. Grubesic & Jake R. Nelson, 2021. "Is There a Temporal Relationship between COVID-19 Infections among Prison Staff, Incarcerated Persons and the Larger Community in the United States?," IJERPH, MDPI, vol. 18(13), pages 1-15, June.
  49. Bina, Justin D. & Tonsor, Glynn T. & Coffey, Brian K., . "No Beef with Increased Media: The Impacts of Fitness Media on Meat Demand," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 49(3).
  50. Stephen R. Blough, 1994. "Near common factors and confidence regions for present value models," Working Papers 94-3, Federal Reserve Bank of Boston.
  51. Gonçalves, Sílvia & Meddahi, Nour, 2011. "Box-Cox transforms for realized volatility," Journal of Econometrics, Elsevier, vol. 160(1), pages 129-144, January.
  52. 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.
  53. 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.
  54. Samuel G. Berlinski, 2000. "Contracting-out and the Interindustry Wage Structure: Do Norms of Internal Equity Matter in Wage Determination?," Econometric Society World Congress 2000 Contributed Papers 1053, Econometric Society.
  55. Mehmet Caner, 2011. "A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics," International Econometric Review (IER), Econometric Research Association, vol. 3(2), pages 13-21, September.
  56. Malani, Anup & Reif, Julian, 2015. "Interpreting pre-trends as anticipation: Impact on estimated treatment effects from tort reform," Journal of Public Economics, Elsevier, vol. 124(C), pages 1-17.
  57. Stanislav Kolenikov & Kenneth A. Bollen, 2012. "Testing Negative Error Variances," Sociological Methods & Research, , vol. 41(1), pages 124-167, February.
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