On the differential geometry of the Wald test with nonlinear restrictions
Year of publication: |
1994 ; Completely rewritten and rev. version
|
---|---|
Authors: | Critchley, Frank ; Marriott, Paul ; Salmon, Mark H. |
Institutions: | European University Institute / Department of Economics (contributor) |
Publisher: |
San Domenico (FI) : Europ. Univ. Inst., Florence, Economics Dep. |
Subject: | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
Extent: | 35 S. : graph. Darst |
---|---|
Series: | EUI working paper / ECO. - San Domenico : EUI, ZDB-ID 1385859-2. - Vol. 94,45 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
Galavotti, Maria Carla, (1988)
-
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter, (1994)
- More ...
-
An elementary account of Amaris̀€ expected geometry
Critchley, Frank, (1994)
-
On the differential geometry of the Wald test with nonlinear restrictions
Critchley, Frank, (1996)
-
An elementary account of Amari's expected geometry
Critchley, Frank, (2000)
- More ...