Search Results

A Posterior-Based Wald-Type Statistic for Hypothesis Testing,
Yong Li, Xiaobin Liu, Tao Zeng and Jun Yu, from Singapore Management University, School of Economics (2018)
Keywords: Decision theory; Hypothesis testing; Latent variable models; Posterior simulation; Wald test.

Generalised Wald type Test of nonlinear restrictions,
Zaka Ratsimalahelo, from CRESE (2017)
Keywords: nonlinear restrictions, de?cient rank, singular covariance matrix, generalised Wald test.

Finite sample performance of the robust Wald test in simultaneous equation systems,
Giorgio Calzolari and Lorenzo Panattoni, from University Library of Munich, Germany (1987)
Keywords: Simultaneous equations; Wald test; robust covariance matrix estimator; Monte Carlo

Score and Wald tests for the multivariate growth curve model with missing data,
Kao-Tai Tsai and James Koziol, in Annals of the Institute of Statistical Mathematics (1988)
Keywords: Potthoff-Roy model, multivariate regression, score, Wald and likelihood ratio tests,

LMHWALDXT: Stata module to compute Panel Data Heteroscedasticity Wald Test,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Regression, Panel, Cross Section-Time Series, Heteroscedasticity, Wald Test

On Wald tests for differential item functioning detection,
Michela Battauz, in Statistical Methods & Applications (2019)
Keywords: Differential item functioning, False positive rate, Item response theory, Lord test, Type I error rate, Wald test

Influence analysis of robust Wald-type tests,
Abhik Ghosh, Abhijit Mandal, Nirian Martín and Leandro Pardo, in Journal of Multivariate Analysis (2016)
Keywords: Divergence measures; Wald-type test statistics; Minimum density power divergence estimators; Robustness; Influence functions; Chi-square inflation factor;

Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship,
Thurai Murugan Nathan and Venus Liew, in Journal of Empirical Economics (2013)
Keywords: Sectoral Outputs, Electricity Consumption, ARDL Bound Testing, WALD test.

Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs,
Łukasz Smaga, in Statistics & Probability Letters (2015)
Keywords: General factorial design; Hypothesis testing; Permutation test; {2}-inverse; Wald-type statistic;

Assessing the consistency of the fixed-effects estimator: a regression-based Wald test,
Laura Spierdijk, in Empirical Economics (2023)
Keywords: Linear panel regression, Fixed-effects estimator, Differences estimators, Wald test, GMM overidentifying test

Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors,
Albert Satorra and Heinz Neudecker, in Journal of Multivariate Analysis (1997)
Keywords: chi-squared test distribution-free ellipticity moment vectors multinomial distribution normal-theory scaled test statistic variance and correlation matrices Wald test

Comparison of LR, Score, and Wald Tests in a Non-IID Setting,
C. Radhakrishna Rao and Rahul Mukerjee, in Journal of Multivariate Analysis (1997)
Keywords: average power Bartlett-type adjustment contiguous alternatives likelihood ratio test local maximinity Rao's score test stringency Wald's test

On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models,
Artur Lemonte, in Annals of the Institute of Statistical Mathematics (2015)
Keywords: Asymptotic expansions, Gradient test, Likelihood ratio test, Nonlinear mixed-effects models, Score test, Wald test,

Improvement in finite-sample properties of GMM-based Wald tests,
Qihui Chen and Yu Ren, in Computational Statistics (2013)
Keywords: Generalized method of moments, Wald tests, Finite-sample properties, Covariance matrix, Shrinkage method,

Power and Sample Size Computation for Wald Tests in Latent Class Models,
Dereje W. Gudicha, Fetene B. Tekle and Jeroen K. Vermunt, in Journal of Classification (2016)
Keywords: Latent class models, Sample size, Statistical power, Information matrix, Wald test, Design factor

Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test,
Kankesu Jayanthakumaran and Mosayeb Pahlavani, from School of Economics, University of Wollongong, NSW, Australia (2006)
Keywords: Trend breaks, Wald-type testing, Australia-New Zealand integration

Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test,
Kankesu Jayanthakumaran and M. Pahlavani, in Applied Econometrics and International Development (2006)
Keywords: Trend breaks, Wald-type testing, Australia - New Zealand integration

Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance,
Surajit Ray, B Ravikumar and N. Eugene Savin, from University Library of Munich, Germany (1998)
Keywords: SUR System, Adding up, Wald test, Heteroskedasticity, Autocorrelation

Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance,
R. Surajit, B Ravikumar and N.E. Savin, from University of Iowa, Department of Economics (1998)
Keywords: SUR System, Adding up, Wald test, Heteroskedasticity, Autocorrelation.

Power Analysis for the Wald, LR, Score, and Gradient Tests in a Marginal Maximum Likelihood Framework: Applications in IRT,
Felix Zimmer, Clemens Draxler and Rudolf Debelak, in Psychometrika (2023)
Keywords: marginal maximum likelihood, item response theory, power analysis, Wald test, score test, likelihood ratio, gradient test

LMADURH2: Stata module to compute 2SLS-IV Autocorrelation Dynamic Durbin h, Harvey LM, and Wald Tests,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2012)
Keywords: Autocorrelation, Regression, 2SLS, LIML, GMM, Durbin h test, Harvey LM test, Wald test

A Robust Wald-Type Test for Testing the Equality of Two Means from Log-Normal Samples,
Ayanendranath Basu, Abhijit Mandal, Nirian Martín and Leandro Pardo, in Methodology and Computing in Applied Probability (2019)
Keywords: Robustness, Minimum density power divergence estimator, Wald-type test statistics, Log-normal distribution

Integrating SEM, Wald test and ANOM to disentangle the effect of TMT functional background on strategic plans,
Fabrizia Sarto, Sara Saggese, Emmadonata Carbone and Pasquale Sarnacchiaro, in Socio-Economic Planning Sciences (2024)
Keywords: TMT; Functional background; Strategic forward-looking disclosure; Structural equation modelling; Wald test; ANOM;

Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators,
Ayanendranath Basu, Abhik Ghosh, Abhijit Mandal, Nirian Martin and Leandro Pardo, in Statistical Methods & Applications (2021)
Keywords: Generalized linear models, Minimum density power divergence estimator, Wald-type tests, Robustness

A Note on Mixed Stable Limit Theory for the OLSE and the Robustness of Subsampling Wald Tests,
Stelios Arvanitis, from Athens University Of Economics and Business, Department of Economics (2015)
Keywords: OLSE, InnovaOon Process, MarOngale Transform, MarOngale Limit Theorem, Stable Dis- tribuOon, Mixtures, Domain of A?racOon, Slow VariaOon, AsymptoOc StaOonarity, Non Standard Rate, Wald Test, Subsampling, AsymptoOc Exactness, Consistency, Local AlternaOves, AsymptoOc Locally Unbiased Test.

Testing for Granger Non-causality in Heterogeneous Panels,
Christophe Hurlin and Elena Ivona Dumitrescu, from HAL (2012)
Keywords: Granger non-causality,Panel data,Wald Test.,Wald Test

Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator,
Ayanendranath Basu, Abhik Ghosh, Nirian Martin and Leandro Pardo, in Metrika: International Journal for Theoretical and Applied Statistics (2018)
Keywords: Non-homogeneous data, Robust hypothesis testing, Wald-type test, Minimum density power divergence estimator, Power influence function, Linear regression, Poisson regression

A powerful test for linearity when the order of integration is unknown,
David Harvey, Stephen Leybourne and Bin Xiao, from University of Nottingham, Granger Centre for Time Series Econometrics (2007)
Keywords: Nonlinearity testing; Wald tests; unit root tests; stationarity tests

A powerful test for linearity when the order of integration is unknown,
David Harvey, Stephen Leybourne and Bin Xiao, from University of Nottingham, Granger Centre for Time Series Econometrics (2007)
Keywords: Nonlinearity testing; Wald tests; unit root tests; stationarity tests

Wald-type rank tests: A GEE approach,
Chunpeng Fan and Donghui Zhang, in Computational Statistics & Data Analysis (2014)
Keywords: Factorial designs; ANOVA-type rank test; GEE; Empirical covariance estimator; Robust covariance estimator; Nonparametric;

A Wald test for the cointegration rank in nonstationary fractional systems,
Marco Avarucci and Carlos Velasco, in Journal of Econometrics (2009)
Keywords: Fractional integration Fractional error correction model Singular value decomposition Cointegration test

Design considerations for neyman-pearson and wald hypothesis testing,
Noel Cressie and Peter Morgan, in Metrika: International Journal for Theoretical and Applied Statistics (1989)
Keywords: cost function, decision theory, level, maximizing expected net gain, power, prior, sequential test,

Wald type and phi-divergence based test-statistics for isotonic binomial proportions,
Nirian Martin, Raquel Mata and Leandro Pardo, in Mathematics and Computers in Simulation (MATCOM) (2016)
Keywords: Wald-type statistics; Phi-divergence statistics; Inequality constrains; Loglinear model; Logistic regression;

Testing for Granger non-causality in heterogeneous panels,
Elena Ivona Dumitrescu and Christophe Hurlin, in Economic Modelling (2012)
Keywords: Granger non-causality; Panel data; Wald test;

Structural Break Tests Robust to Regression Misspecification,
Alaa Abi Morshed, Elena Andreou and Otilia Boldea, in Econometrics (2018)
Keywords: structural change; sup Wald test; dynamic misspecification

Structural Break Tests Robust to Regression Misspecification,
Alaa Abi Morshed, E. Andreou and Otilia Boldea, from Tilburg University, Center for Economic Research (2016)
Keywords: structural change; sup Wald test; dynamic misspecification

Testing for Long Memory Against ESTAR Nonlinearities,
Heri Kuswanto and Philipp Sibbertsen, from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2009)
Keywords: directed-Wald test, ESTAR, long memory

Tests in contingency tables as regression tests,
Stanislav Anatolyev and Grigory Kosenok, in Economics Letters (2009)
Keywords: Contingency table Linear regression Chi-squared test Wald test Ranks

Tests in contingency tables as regression tests,
Stanislav Anatolyev and Grigory Kosenok, from New Economic School (NES) (2006)
Keywords: Contingency table; Linear regression, 2-test, Wald test, Ranks

Tests in contingency tables as regression tests,
Stanislav Anatolyev and Grigory Kosenok, from Center for Economic and Financial Research (CEFIR) (2006)
Keywords: Contingency table; Linear regression, 2-test, Wald test, Ranks

A New Test of Linear Hypotheses in OLS Regression Under Heteroscedasticity of Unknown Form,
Li Cai and Andrew F. Hayes, in Journal of Educational and Behavioral Statistics (2008)
Keywords: heteroscedasticity; linear model; Satterthwaite approximation; Wald test

Tests of hypotheses in discrete models based on the penalized Hellinger distance,
Ayanendranath Basu, Ian R. Harris and Srabashi Basu, in Statistics & Probability Letters (1996)
Keywords: Hellinger distance Robustness Likelihood ratio test Rao test Wald test

The Performance of Structural Change Tests,
Pedro Bação, in Quality & Quantity: International Journal of Methodology (2006)
Keywords: Chow test, Wald test, heteroscedasticity, inflation persistence, structural change,

Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests,
J. K. Ghosh, in Statistics & Probability Letters (1991)
Keywords: Power expansion multiparameter tests optimality of Rao's test

LMADURH: Stata module to compute Durbin h, Harvey LM, Wald LM Autocorrelation Tests,
Emad Shehata, from Boston College Department of Economics (2011)
Keywords: Durbin h, Harvey, Wald, autocorrelation, OLS

Garch Model Test Using High-Frequency Data,
Chunliang Deng, Xingfa Zhang, Yuan Li and Qiang Xiong, in Mathematics (2020)
Keywords: GARCH model; high-frequency data; likelihood ratio test; wald test

Parsimonious and powerful composite likelihood testing for group difference and genotype–phenotype association,
Zhendong Huang, Davide Ferrari and Guoqi Qian, in Computational Statistics & Data Analysis (2017)
Keywords: Composite likelihood; Wald test; Forward selection; SNPs association test;

Alternative ways of obtaining Hausman's test using artificial regressions,
Badi Baltagi and Long Liu, in Statistics & Probability Letters (2007)
Keywords: Hausman test 2SLS Panel data Random effects Wald test

The Wald and LM Tests for Structural Change in aLinear Simultaneous Equation Model,
Soo-Bin Park, from Carleton University, Department of Economics (1991)
Keywords: chi-square test; instrumental variable estimation

The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix,
Heinz Neudecker and Albert Satorra, in Statistics & Probability Letters (1996)
Keywords: Asymptotic [chi]2 test Correlation matrix Multivariate normal distribution Wald test

Testing the One-Part Fractional Response Model against an Alternative Two-Part Model,
Harald Oberhofer and Michael Pfaffermayr, from University of Salzburg (2011)
Keywords: Fractional response models; two-part model; Wald test; P-test

Survival on the Titantic: Illustrating Wald and LM Tests for Proportions and Logits,
Robert Dixon and William Griffiths, from The University of Melbourne (2006)
Keywords: Contingency table, Difference in proportions, Logit model, Statistical tests

A New Class of Robust Two-Sample Wald-Type Tests,
Ghosh Abhik, Martin Nirian, Basu Ayanendranath and Pardo Leandro, in The International Journal of Biostatistics (2018)
Keywords: robust hypothesis testing, two-sample problems, minimum density power divergence estimator, influence function, clinical trial

On Robust Trend Function Hypothesis Testing,
David Harvey, Stephen Leybourne and Robert Taylor, from Department of Economics, University of Birmingham (2005)
Keywords: Wald tests; trend function hypotheses; unit root statistics

Asymmetry tests for bifurcating auto-regressive processes with missing data,
Benoîte de Saporta, Anne Gégout-Petit and Laurence Marsalle, in Statistics & Probability Letters (2012)
Keywords: Bifurcating autoregressive processes; Cell division data; Missing data; Two-type Galton–Watson model; Wald’s test;

Implicit Alternatives and the Local Power of Test Statistics,
Russell Davidson and James MacKinnon, from Economics Department, Queen's University (1984)
Keywords: power, local power, local alternatives, Pitman sequence, classical tests, LM test, LR test, Wald test

On Testing Sample Selection Bias Under the Multicollinearity Problem,
Takashi Yamagata and Chris Orme, in Econometric Reviews (2005)
Keywords: Lagrange multiplier test, Likelihood ratio test, Sample selection bias, t -test, Wald test,

Covariance structure tests for multivariate t-distribution,
Katarzyna Filipiak and Tõnu Kollo, in Statistical Papers (2024)
Keywords: Multivariate t-distribution, Covariance structure testing, Likelihood ratio test, Rao score test, Wald test

On Testing Sample Selection Bias under the Multicollinearity Problem,
Takashi Yamagata, from Faculty of Economics, University of Cambridge (2005)
Keywords: Sample selection bias; t-test; Wald test, likelihood ratio test, Lagrange multiplier test

Asymptotics for Semiparametric Econometric Models: III. Testing and Examples,
Donald Andrews, from Cowles Foundation for Research in Economics, Yale University (1989)
Keywords: Lagrange multiplier test, likelihood ratio test, semiparametric model, semiparametric tests, Wald test, asymptotic theory

Tests for a mean shift with good size and monotonic power,
Mohitosh Kejriwal, in Economics Letters (2009)
Keywords: Long-run variance Wald tests Hybrid estimator Non-monotonic power

Tests for segmented cointegration: an application to US governments budgets,
Luis Martins and Paulo Rodrigues, in Empirical Economics (2022)
Keywords: Cointegration, Cointegration breakdown, Nonstationarity, Structural breaks, Wald tests, Government budget

Sequential Probability Ration Tests: Conservative and Robust,
Jack Kleijnen and Wen Shi, from Tilburg University, Center for Economic Research (2017)
Keywords: sequential test; Wald; Hall; robustness; lognormal; gamma distribution; Monte Carlo

Testing for Multiple Structural Changes in Cointegrated Regression Models,
Mohitosh Kejriwal and Pierre Perron, from Boston University - Department of Economics (2006)
Keywords: Change-point, Sequential procedure, Wald tests, Unit Roots, Cointegration.

Testing for Multiple Structural Changes in Cointegrated Regression Models,
Mohitosh Kejriwal and Pierre Perron, from Boston University - Department of Economics (2008)
Keywords: Change-point, Sequential procedure, Wald tests, Unit Roots, Cointegration

Testing for Multiple Structural Changes in Cointegrated Regression Models,
Mohitosh Kejriwal and Pierre Perron, from Purdue University, Department of Economics (2008)
Keywords: change-point, sequential procedure, wald tests, unit roots, cointegration

Constrained test in linear models with multivariate power exponential distribution,
Jeremias Leão, Francisco Cysneiros, Helton Saulo and N. Balakrishnan, in Computational Statistics (2016)
Keywords: Hypothesis tests, Restricted estimation, Repeated measures, Monte Carlo simulations, Likelihood ratio tests, Wald tests, Score tests

CHOWREG: Stata module to compute Structural Change Regressions and Chow Test,
Emad Shehata, from Boston College Department of Economics (2012)
Keywords: regression, OLS, Structural Change, Chow Test, Lagrange Multiplier Test, Likelihood Ratio Test, Wald Test

Person Fit Analysis in Computerized Adaptive Testing Using Tests for a Change Point,
Sandip Sinharay, in Journal of Educational and Behavioral Statistics (2016)
Keywords: CUSUM; likelihood ratio test; receiver operating characteristics curve; statistical process control; score test; Wald test

Testing Sharpe ratio: luck or skill?,
Eric Benhamou, David Saltiel, Beatrice Guez and Nicolas Paris, from HAL (2020)
Keywords: Sharpe ratio,Student distribution,compounding effect on Sharpe,Wald test,T-test,Chi square test

Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments,
Norman Swanson and John Chao, from Econometric Society (2004)
Keywords: heteroskedasticity, Jackknife estimation, local-to-zero framework, Wald test, weak instruments

Testing for state dependence in binary panel data with individual covariates,
Francesco Bartolucci, Valentina Nigro and Claudia Pigini, from University Library of Munich, Germany (2013)
Keywords: conditional inference, dynamic logit model, quadratic exponential model, Wald test

A practical test for strict exogeneity in linear panel data models with fixed effects,
Liangjun Su, Yonghui Zhang and Jie Wei, in Economics Letters (2016)
Keywords: Bootstrap; Fixed effects; Panel data; Strict exogeneity; Wald test;

Bayesian and frequentist tests of sign equality and other nonlinear inequalities,
David Kaplan, from Department of Economics, University of Missouri (2015)
Keywords: convexity, likelihood ratio, limit experiment, nonstandard inference, unbiased test, Wald

The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study,
Hiro Y. Toda and Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (1991)
Keywords: Random walk, exogeneity, vector autoregressions, unit roots, Wald tests

Multivariate tests of asset pricing: Simulation evidence from an emerging market,
Javed Iqbal, Robert Brooks and Don Galagedera, from Monash University, Department of Econometrics and Business Statistics (2008)
Keywords: Zero-beta CAPM, Multivariate Test, Wald, LR, Emerging Markets

Persuasion in an asymmetric information economy: a justification of Wald’s maxmin preferences,
Zhiwei Liu and Nicholas C. Yannelis, in Economic Theory (2021)
Keywords: Persuasion, Efficient, Individually rational, Incentive compatibility, Wald’s maxmin preferences

The Exact Distribution of the Wald Statistic,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (1984)
Keywords: Matrix fractional calculus, Wald statistic, distribution theory

Testing time series data compatibility for benchmarking,
Benoît Quennevillle and Christian Gagné, in International Journal of Forecasting (2013)
Keywords: Autoregressive process; Chi-square distribution; Likelihood ratio test; Score test; Wald test;

Tests for Price Endogeneity in Differentiated Product Models,
Kyoo il Kim and Petrin Amil, in Journal of Econometric Methods (2015)
Keywords: control function, discrete choice demand, endogenous price, LM test, testing, unobserved demand factor, Wald test

Analysis of an outcome-dependent enriched sample: hypothesis tests,
Christopher Vahl and Qing Kang, in Statistical Methods & Applications (2015)
Keywords: Likelihood-ratio test, Outcome-dependent sample, Profile likelihood, Score test, Wald test, Weighted likelihood,

A unit root test against globally stationary ESTAR models when local condition is non-stationary,
Junjuan Hu and Zhenlong Chen, in Economics Letters (2016)
Keywords: Unit root; Wald-type test; ESTAR models; Monte Carlo simulation;

Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances,
Badi Baltagi, Chihwa Kao and Long Liu, from Center for Policy Research, Maxwell School, Syracuse University (2019)
Keywords: Non-Stationary Panels, Time Trends, Serial Correlation, Wald Type Tests

Generalized Wald equations in discrete time,
B. M. Brown, in Stochastic Processes and their Applications (1974)
Keywords: martingale stopping time Wald equation

Prolonged Learning and Hasty Stopping: The Wald Problem With Ambiguity,
Sarah Auster, Yeon-Koo Che and Konrad Mierendorff, from University of Bonn and University of Mannheim, Germany (2022)
Keywords: Wald Problem, Ambiguity Aversion

Comparison of tests in the multiparameter case I. Second-order power,
Rahul Mukerjee, in Journal of Multivariate Analysis (1990)
Keywords: average power contiguous alternatives likelihood ratio test Rao's test Wald's test

Linear hypothesis testing for high dimensional generalized linear models,
Chengchun Shi, Rui Song, Zhao Chen and Runze Li, from London School of Economics and Political Science, LSE Library (2019)
Keywords: High dimensional testing; linear hypothesis; likelihood ratio statistics; score test; Wald test

Homogeneity Test of Ratios of Two Proportions in Stratified Bilateral and Unilateral Data,
Huipei Wang and Chang-Xing Ma, in Mathematics (2024)
Keywords: Donner’s model; correlated bilateral outcomes; relative risk test; score test; Wald test; stratified data

GHXT: Stata module to compute Panel Groupwise Heteroscedasticity Tests,
Emad Shehata, from Boston College Department of Economics (2011)
Keywords: panel, heteroskedasticity, regression, Lagrange Multiplier LM Test, Likelihood Ratio LR Test, Wald Test

The local power of the gradient test,
Artur Lemonte and Silvia Ferrari, in Annals of the Institute of Statistical Mathematics (2012)
Keywords: Asymptotic expansions, Chi-square distribution, Gradient test, Likelihood ratio test, Pitman alternative, Power function, Score test, Wald test,