6 citations · 6 across the 2 of their papers we have counts for
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A technical note on divergence of the Wald statistic
Jean-Marie Dufour, Eric Renault, Victoria Zinde-Walsh
The Wald test statistic has been shown to diverge (Dufour et al, 2013, 2017) under some conditions. This note links the divergence to eigenvalues of a polynomial matrix and establi…
Indirect Inference With(Out) Constraints
David T. Frazier, Eric Renault
Indirect Inference (I-I) estimation of structural parameters {requires matching observed and simulated statistics, which are most often generated using an auxiliary model that…
Wald tests when restrictions are locally singular
Jean-Marie Dufour, Eric Renault, Victoria Zinde-Walsh
Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of imp…