The Wald Confidence Interval is a type of confidence interval estimator in statistical inference that uses the asymptotic normality of the maximum likelihood estimator, distinguished by its reliance on the estimated parameter and its standard error to construct intervals based on the Wald test statistic.
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2017–2026
55
Variants
Wald Interval
Parents
Publications
209
Vector Autoregressions and Causality
Hiro Y. Toda, Peter C.B. Phillips · Econometrica · 1993 · 872 citations
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1–5 of 536
Institutions
331
University of North Carolina at Chapel Hill
Chapel Hill, United States
6 h-index
10 publications
608 citations
Iowa State University
Ames, United States
5 h-index
5 publications
389 citations
Ifo Institute for Economic Research
Munich, Germany
5 h-index
5 publications
220 citations
Western University
London, Canada
4 h-index
7 publications
836 citations
Université d'Orléans
Orléans, France
4 h-index
4 publications
189 citations
IZA - Institute of Labor Economics
Bonn, Germany
4 h-index
4 publications
189 citations
National University of Singapore
Singapore, Singapore
4 h-index
14 publications
583 citations
Chinese Academy of Sciences
Beijing, China
4 h-index
12 publications
590 citations
1–8 of 331
Venues
- Statistics in Medicine
13 publications · 2.9K citations
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- SSRN Electronic Journal
Repository · 6 publications · 220 citations
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- Journal of Statistical Computation and Simulation
JSCS · 5 publications · 102 citations
5
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- Signal Processing
5 publications · 257 citations
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- Econometrica
5 publications · 2.1K citations
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