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Long-run variance
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Nonmonotonic power
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Wald/LM-type tests
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Restoring monotonic power in
Wald/LM-type
tests
Wu, Jilin
- In:
Economics letters
126
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011376375
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2
Restoring monotonic power in
Wald/LM-type
tests
Wu, Jilin
- In:
Economics Letters
126
(
2015
)
C
,
pp. 13-17
Wald/LM-type
tests
for a shift in mean often exhibit nonmonotonic power, due to incorrect estimation of long …
Persistent link: https://www.econbiz.de/10011189494
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