Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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Publication:4319566
DOI10.2307/2951753zbMath0815.62033OpenAlexW2104267426MaRDI QIDQ4319566
Donald W. K. Andrews, Werner Ploberger
Publication date: 28 June 1995
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/87fb8c538adb3d13a07d0c11e0aaea3be156fbcd
nuisance parameterasymptotically optimal testslikelihood ratio testschange-pointthreshold autoregressive modelexponential average testnonstandard testing problemmultiple changepoint testtables for asymptotic critical valuestest of common factorstest of cross-sectional constancytest of variable relevancetests of one-time structural changeweighted average power criterion
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