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WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE [PDF]

Econometric Theory, 2012
This paper considers the problem of testing for multiple structural changes in the persistence of a univariate time series. We propose sup-Wald tests of the null hypothesis that the process has an autoregressive unit root throughout the sample against the alternative hypothesis that the process alternates between stationary and unit root regimes.
Mohitosh Kejriwal, Pierre Perron, Jing Zhou   +2 more
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Invariance and the Wald test

Journal of Econometrics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Modified Wald test for regression disturbances

Economics Letters, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laskar, Mizan R., King, Maxwell L.
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Wald Tests of Location for Symmetric Nonnormal Data

Biometrical Journal, 2000
Summary: For nonnormal data we suggest a test of location based on a broader family of distributions than normality. Such a test will in a sense fall between the standard parametric and nonparametric tests. We see that the Wald tests based on this family of distributions have some advantages over the score tests and that they perform well in comparison
Carolan, A. M., Rayner, J. C. W.
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A Correction for Local Biasedness of the Wald and Null Wald Tests

Oxford Bulletin of Economics and Statistics, 1999
This paper proposes a procedure to overcome the problem of small‐sample local biasedness of the Wald test of a single restriction. The new test procedure involves finding two critical values, in order to obtain the desired size and local unbiasedness.
Kim‐Leng Goh, Maxwell L. King
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Understanding Wald's Test for Exponential Families

The American Statistician, 1987
Abstract Anomalous behavior of Ward's test for exponential families is explained on the basis of the use of parameter estimates rather than null values in the variance part of the Wald expression. Illustration of the difficulty is made through use of single-parameter situations, albeit multiparameter situations were first cited to bring out the ...
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On A. Wald’s Test Comparing Two Normal Samples

Theory of Probability & Its Applications, 1964
The well known Wald test comparing the means of two normal samples with unequal variances is of the form: $|{{\bar x - \bar y} / {s_2 }}| \geqq \varphi ({{s_1 } / {s_2 }})$ (critical zone). A. Wald constructed the function $\varphi $ for which the test is approximately similar with respect to $\sigma _1 $ and $\sigma _2 $.
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Tests de Wald et de Student

2013
Nous presentons dans ce chapitre des exemples de tests de Wald, ainsi que les tests de Student et le test de Welch. Ce sont des tests sur la valeur d’un parametre, ou l’on pourra appliquer les principes vus dans le chapitre precedent.
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Strategical Test — A Generalization of the Wald’s Sequential Test

1983
It is well known that the Wald’s sequential test terminates with probability one (and simultaneously is in some sense optimal) if a sampled sequence of random variables is independent and identically distributed (i.i.d.). In this paper we shall deal with the Wald’s sequential test constructed for a special sequence of dependent and unidentically ...
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Rao and Wald Tests for Target Detection in Coherent Interference

IEEE Transactions on Aerospace and Electronic Systems, 2022
Mengru Sun, Weijian Liu, Jun Liu
exaly