The Danger of Extrapolating Asymptotic Local Power
From MaRDI portal
Publication:3349808
DOI10.2307/2938360zbMath0727.62069OpenAlexW2002275219MaRDI QIDQ3349808
No author found.
Publication date: 1990
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2938360
nonlinear modelsasymptotic local power functionexact power of the Wald testone parameter nonlinear regression model with normal errors
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)
Related Items (11)
Multiple optima and asymptotic approximations in the partial adjustment model ⋮ Modified Wald test for regression disturbances ⋮ Quantile Regression on Quantile Ranges - A Threshold Approach ⋮ On the Hauck–Donner Effect in Wald Tests: Detection, Tipping Points, and Parameter Space Characterization ⋮ Pre-checking for non-monotonicity of the Wald statistic ⋮ Testing for factor loading structural change under common breaks ⋮ Hodges-Lehmann optimality for testing moment conditions ⋮ Model equivalence tests in a parametric framework ⋮ An alternative Wald type test for two linear restrictions with applications to non-linear models ⋮ Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series ⋮ On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
This page was built for publication: The Danger of Extrapolating Asymptotic Local Power