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Ratsimalahelo, Z. (2001) Specification of VARMA Echelon Form Models. In: Neck, R. Eds., Proceedings IFAC in Symposium on Modelling and Control of Economic Systems, Elsevier, Pergamon Press, 129-137.
https://doi.org/10.1016/S1474-6670(17)33052-5

has been cited by the following article:

• TITLE: Generalised Wald Type Test of Nonlinear Restrictions

  AUTHORS: Zaka Ratsimalahelo

  KEYWORDS: Nonlinear Restrictions, Deficient Rank, Singular Covariance Matrix, Generalised Wald Test

  JOURNAL NAME: Open Access Library Journal, Vol.4 No.9, September 27, 2017

  ABSTRACT: This paper proposes a generalised Wald type tests to test the hypothesis of the nonlinear restrictions. We circumvent the problem of singularity of the covariance matrix associated with the usual Wald test by proposing a generalised inverse procedure, and an alternative simple procedure which can be approximated by a suitable chi-square distribution. New threshold value is derived to estimate the rank of the covariance matrix.