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The evidence indicates that Wald test results are extremely sensitive in small samples to the way in which the non\u2010linear restrictions in such models are parameterized, with a multiplicative form yielding tests of most accurate size. Least squares degrees of freedom adjustments also improve the sample performance of the tests.<\/jats:p>","DOI":"10.1002\/jae.3950020105","type":"journal-article","created":{"date-parts":[[2007,7,12]],"date-time":"2007-07-12T14:05:42Z","timestamp":1184249142000},"page":"61-68","source":"Crossref","is-referenced-by-count":11,"title":["Formulating wald tests of the restrictions implied by the rational expectations hypothesis"],"prefix":"10.1002","volume":"2","author":[{"given":"Allan W.","family":"Gregory","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Michael R.","family":"Veall","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2006,8,8]]},"reference":[{"key":"e_1_2_1_2_1","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/j.2517-6161.1980.tb01094.x","article-title":"Relative curvature measures of nonlinearity","volume":"42","author":"Bates D. 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