ALTERNATIVE FORMS OF THE WALD TEST - HOW LONG IS A PIECE OF STRING

被引:18
作者
BREUSCH, TS [1 ]
SCHMIDT, P [1 ]
机构
[1] MICHIGAN STATE UNIV,E LANSING,MI 48824
关键词
D O I
10.1080/03610928808829771
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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页码:2789 / 2795
页数:7
相关论文
共 3 条
[1]  
ENGLE RF, 1984, HDB ECONOMETRICS, V2, pCH13
[2]   FORMULATING WALD TESTS OF NONLINEAR RESTRICTIONS [J].
GREGORY, AW ;
VEALL, MR .
ECONOMETRICA, 1985, 53 (06) :1465-1468
[3]   OBTAINING ANY WALD STATISTIC YOU WANT [J].
LAFONTAINE, F ;
WHITE, KJ .
ECONOMICS LETTERS, 1986, 21 (01) :35-40