Canay, Ivan A.; Otsu, Taisuke - In: Journal of Econometrics 171 (2012) 1, pp. 45-53
This paper studies the Hodges and Lehmann (1956) optimality of tests in a general setup. The tests are compared by the exponential rates of growth to one of the power functions evaluated at a fixed alternative while keeping the asymptotic sizes bounded by some constant. We present two sets of...
