Modified Wald tests under nonregular conditions

Journal of Econometrics

Volumn 78, Issue 2, 1997, Pages 315-332

  Lütkepohl, Helmut ^a   Burda, Maike M ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Causality; Multiple time series; Nonlinear restrictions; Vector autoregressive processes; Wald test

Indexed keywords

EID: 0037914890     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(96)00015-2     Document Type: Article

References (12)

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