A wald-type of quadratic parametric restrictions
Date
2004
Authors
Lu, Z.
King, M.
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Journal article
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Economics Letters, 2004; 83(3):359-364
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Abstract
This paper proposes a Wald-type test for testing a restriction that is a quadratic functional form. The results of our Monte Carlo studies suggest that the proposed test can have much better small sample size and power properties than the conventional Wald test. © 2004 Elsevier B.V. All rights reserved.
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