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Heteroskedasticity Testing Through Comparison of Wald-Type Statistics [PDF]
, 2011 A test for heteroskedasticity within the context of classical linear regression can be based on the difference between Wald statistics in heteroskedasticity-robust and nonrobust forms. The resulting statistic is asymptotically distributed under the null hypothesis of homoskedasticity as chi-squared with one degree of freedom.
José Murteira +2 more
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An alternative Wald type test for two linear restrictions with applications to non-linear models
Journal of Statistical Computation and Simulation, 2008This paper proposes a new test procedure called the rel test to resolve the problem of small-sample local biasedness and non-monotonic power behavior of the Wald test for two linear restrictions caused by inaccuracy of the estimated covariance matrix of the estimator.
Krishna K. Saha, Maxwell L. King
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Two-sample Behrens–Fisher problems for high-dimensional data: A ridgelized Wald-type test
Random Matrices: Theory and ApplicationsThis paper discusses the multivariate Behrens–Fisher problem, which tests the equality of two population mean vectors under heteroscedasticity. The classical Wald-type test is not applicable in high dimensions owing to the singularity of sample covariance matrices. A ridgelized Wald-type (RIWT) test is then proposed.
Qiuyan Zhang, Zhidong Bai, Weiming Li
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Wald type tests with the wrong dispersion matrix
Communications in Statistics - Theory and Methods, 2022Kosman W. G. D. H. Rajapaksha +1 more
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Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series
Econometric Theory, 1997In this paper, test statistics for detecting a break at an unknown date in the trend function of a dynamic univariate time series are proposed. The tests are based on the mean and exponential statistics of Andrews and Ploberger (1994,Econometrica62, 1383–1414) and the supremum statistic of Andrews (1993,Econometrica61, 821–856).
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Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test [PDF]
, 2006 This paper investigates the impact of the Australia-New Zealand Closer Economic Relations (CER) Trade Agreement on bilateral trade of each member country by using historical time series data before and after the implementation of the CER. We determined the existence of endogenously determined structural breaks over the last 30 years.
Jayanthakumaran, Kankesu +1 more
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The ITEA Journal of Test and Evaluation, 2023
Carrington Metts, Curtis Miller
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Carrington Metts, Curtis Miller
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Sequential Comparison of Two Treatments Using Weighted Wald-Type Statistics
Communications in Statistics - Theory and Methods, 2005Abdulkadir Hussein
exaly
Glacial geomorphology of the Šumava / Bayerischer Wald mountains, Central Europe
Journal of Maps, 2019David Krause, Martin Margold
exaly