Implicit Alternatives and the Local Power of Test Statistics

DOI10.2307/1913558MaRDI QIDQ3787283zbMATH OpenOpenAlexFDO

Authors Russell Davidson, James G. Mackinnon

Publication date 1987

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913558

zbMATH Keywords

tangent vectorsclassical test statisticsasymptotic chi-square-structureHilbert space of alternativesimplicit alternativeslocal power of test statisticsPitman efficiency of testssequences of data-generating processestheoretical econometrics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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