Back to search

Asymptotic Results for Generalized Wald Tests

Data up to Jan 2025

Published1987
Citations142
References21

Total Citations Per Year

Abstract

References (21)

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

Linear Statistical Inference and Its Applications.

1975 • 3,726 citations

Linear Regression Analysis

2013 • 2,838 citations

Generalized Inverse of Matrices and Its Applications

1973 • 2,315 citations

Linear Regression Analysis.

1977 • 1,056 citations

Generalized Inverse of Matrices and Its Applications

1972 • 791 citations

Generalized method of moments specification testing

1985 • 624 citations

The Encompassing Principle and its Application to Testing Non-Nested Hypotheses

1986 • 619 citations

On the Continuity of the Generalized Inverse

1969 • 219 citations

Chi-square diagnostic tests for econometric models

1988 • 178 citations

Asymptotic Inference for Eigenvectors

1981 • 164 citations

A Remark on Hausman's Specification Test

1982 • 164 citations

Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit

1977 • 157 citations

Chi-Square Diagnostic Tests for Econometric Models: Theory

1988 • 143 citations

A generalized specification test

1981 • 132 citations

The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata

1984 • 41 citations

The x[superscript]2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata

1984 • 34 citations

The X^2 Goodness of Fit Statistic for Models with Paramaters Estimated from Microdata

1985 • 21 citations

15 Generalized inverse of matrices and applications to linear models

1980 • 8 citations

Generalized Inverses and Asymptotic Properties of Wald Tests

1986 • 1 citations

Cited By (0)

Loading...
Asymptotic Results for Generalized Wald Tests (1987) – Econometric Theory | Metascience Observatory Explorer