Andrews, Donald W.K.; Moreira, Marcelo J.; Stock, James H. - Cowles Foundation for Research in Economics, Yale University - 2004
invariant similar tests. Such tests include point optimal (PO) invariant similar tests. The results yield the power envelope for … invariant similar tests. This allows one to assess and compare the power properties of existing tests, such as the Anderson …-Rubin, Lagrange multiplier (LM), and conditional likelihood ratio (CLR) tests, and new optimal WAP and PO invariant similar tests. We …