Title of article
Modified Wald test for regression disturbances
Author/Authors
Mizan R. Laskar، نويسنده , , Maxwell L. King، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
7
From page
5
To page
11
Abstract
This paper investigates a modified version of the Wald test of regression disturbances. The Monte Carlo results in the context of testing for MA(1) regression disturbances show that the modified Wald tests always have monotonic increasing power functions in contrast to the traditional Wald test.
Keywords
MA(l) , Null Wald test , Size , Power , Regression disturbances , Wald test
Journal title
Economics Letters
Serial Year
1997
Journal title
Economics Letters
Record number
434360
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