Restoring monotonic power in Wald/LM-type tests
Year of publication: |
2015
|
---|---|
Authors: | Wu, Jilin |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 126.2015, C, p. 13-17
|
Publisher: |
Elsevier |
Subject: | Long-run variance | Nonmonotonic power | Wald/LM-type tests |
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