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Modified Wald tests under nonregular conditions
Journal of Econometrics, 1997zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Robust Wald‐type tests under random censoring
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The Geometry of the Wald Test [PDF]
The issue of the non-invariance of the Wald test under nonlinear reparametrisations of the restrictions under test is studied from a differential geometric viewpoint. Quantities that can be defined in purely geometrical terms are by construction invariant under reparametrisation, and various attempts are made to construct a Wald test out of such ...
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