Wald tests of common factor restrictions
- 1 January 1986
- journal article
- Published by Elsevier in Economics Letters
- Vol. 22 (2-3) , 203-208
- https://doi.org/10.1016/0165-1765(86)90232-6
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Obtaining any Wald statistic you wantEconomics Letters, 1986
- Formulating Wald Tests of Nonlinear RestrictionsEconometrica, 1985
- On unification of the asymptotic theory of nonlinear econometric modelsEconometric Reviews, 1982
- Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of EnglandThe Economic Journal, 1978
- Tests of statistical hypotheses concerning several parameters when the number of observations is largeTransactions of the American Mathematical Society, 1943