ON THE FORMULATION OF WALD TESTS OF NONLINEAR RESTRICTIONS

被引：98

作者：

PHILLIPS, PCB ^{[1
]}

PARK, JY ^{[1
]}

机构：

[1] CORNELL UNIV,DEPT ECON,ITHACA,NY 14853

来源：

关键词：

D O I：

10.2307/1911359

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1065 / 1083

页数：19

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[2]

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[3]

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[4] FORMULATING WALD TESTS OF NONLINEAR RESTRICTIONS [J].

GREGORY, AW ;

VEALL, MR .

[5]

HARRIS P, 1980, BIOMETRIKA, V67, P525

HAYAKAWA, T .

HAYAKAWA, T .

[8]

KONISHI S, 1981, BIOMETRIKA, V68, P647, DOI 10.1093/biomet/68.3.647

[9]

LAFONTAINE F, 1986, EC LETT

[10] COMMUTATION MATRIX - SOME PROPERTIES AND APPLICATIONS [J].

MAGNUS, JR ;

NEUDECKER, H .