Formulating Wald Tests of Nonlinear Restrictions

@article{Gregory1984FormulatingWT,
  title={Formulating Wald Tests of Nonlinear Restrictions},
  author={Allan W. Gregory and Michael R. Veall},
  journal={Econometrica},
  year={1984},
  volume={53},
  pages={1465-1468}
}
On montre a partir de l'evidence de Monte Carlo que les differences dans la forme fonctionnelle des restrictions non lineaires sont importantes dans les petites tailles d'echantillons 
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232 Citations

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