Some aspects regarding the extension of Edgeworth test to nonlinear restrictions

Constantin Anghelache, Alexandru Manole, Madalina Gabriela Anghel and Georgiana Nitu
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Constantin Anghelache: Academia de Studii Economice, Bucuresti, Universitatea „Artifex” din Bucuresti
Alexandru Manole: Universitatea „Artifex” din Bucuresti
Madalina Gabriela Anghel: Universitatea „Artifex” din Bucuresti
Georgiana Nitu: Academia de Studii Economice, Bucuresti

Romanian Statistical Review Supplement, 2016, vol. 64, issue 2, 83-86

Abstract: This paper presents the most important elements of the Edgeworth tests applied to non-linear restrictions. Following a brief introduction, the authors develop on the linear regression with non-linear hypothesis, the variant choice and weight matrix. The authors take into consideration the fact that the popularity of the Wald test is counterbalanced by is lack of invariance to hypothesis modeling.

Keywords: Edgeworth test; linear; hypothesis; restriction; model (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:64:y:2016:i:2:p:83-86

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