Results 261 to 270 of about 246,485 (302)

WALD TESTS AND SYSTEMS OF STOCHASTIC EQUATIONS

International Economic Review, 1987
We have presented several results that enable the applications of Wald tests to systems of stochastic equations where the hypotheses of interest also relate to the parameters in the variance matrix. The chief advantages of our formulation are that the methods can be implemented rather easily since it is only necessary to optimize the usual concentrated
openaire   +1 more source

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
openaire   +1 more source

Invariance and the Wald test

Journal of Econometrics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

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.
openaire   +2 more sources

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.
openaire   +2 more sources

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
openaire   +1 more source

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 ...
openaire   +1 more source

Wald Criteria for Jointly Testing Equality and Inequality Restrictions

Econometrica, 1986
We propose a large sample Wald test for sets of equality and inequality constraints on the parameters of a model. The null or the alternative hypothesis may be subject to inequality constraints. The computation of the test statistic is relatively simple.
Kodde, David A, Palm, Franz C
openaire   +2 more sources

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 $.
openaire   +1 more source

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.
openaire   +1 more source