Efficient Tests Under a Weak Convergence Assumption

DOI10.3982/ECTA7793zbMath1210.62067OpenAlexW3121977244MaRDI QIDQ3168951

Ulrich K. Müller

Publication date: 27 April 2011

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta7793

zbMATH Keywords

robustnesssemiparametric efficiencyunit root test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Asymptotic properties of parametric tests (62F05)

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