Implicit Alternatives and the Local Power of Test Statistics

DOI10.2307/1913558zbMATH Open0644.62023OpenAlexW3123458611MaRDI QIDQ3787283FDOQ3787283

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

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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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• GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
• MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION
• A simple spatial dependence test robust to local and distributional misspecifications
• Inference with difference-in-differences revisited
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• Smooth preferences and the approximate expected utility hypothesis
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