Power in Econometric Applications

DOI10.2307/1913623MaRDI QIDQ4207503zbMATH OpenOpenAlexFDO

Authors Donald W. K. Andrews

Publication date 1989

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://cowles.yale.edu/sites/default/files/files/pub/d08/d0800.pdf

zbMATH Keywords

approximationsHausmann testsInverse power functionsLagrange multiplier testlikelihood ratio testpower properties of teststablesWald test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20)

Recommendations

• scientific article; zbMATH DE number 3930202
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Cited in

(6)

• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
• Specification tests in simultaneous equations systems
• Small-sample power of tests for inequality restrictions
• Power method tâtonnements for Cobb-Douglas economies
• Model equivalence tests in a parametric framework
• Power approximations for test statistics with dominant components.

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