Implicit Alternatives and the Local Power of Test Statistics
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Publication:3787283
DOI10.2307/1913558zbMath0644.62023OpenAlexW3123458611MaRDI QIDQ3787283
James G. MacKinnon, Russell Davidson
Publication date: 1987
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913558
tangent vectorsclassical test statisticsasymptotic chi-square-structureHilbert space of alternativesimplicit alternativeslocal power of test statisticsPitman efficiency of testssequences of data-generating processestheoretical econometrics
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