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The Danger of Extrapolating Asymptotic Local Power

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  • Nelson, Forrest D
  • Savin, N E

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  • Nelson, Forrest D & Savin, N E, 1990. "The Danger of Extrapolating Asymptotic Local Power," Econometrica, Econometric Society, vol. 58(4), pages 977-981, July.
    • Handle: RePEc:ecm:emetrp:v:58:y:1990:i:4:p:977-81
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    Cited by:

    1. N. E. Savin & A. H. Wurtz, 1999. "Power of Tests in Binary Response Models," Econometrica, Econometric Society, vol. 67(2), pages 413-422, March.
    2. Chung-Ming Kuan & Christos Michalopoulos & Zhijie Xiao, 2017. "Quantile Regression on Quantile Ranges – A Threshold Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 99-119, January.
    3. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
    4. Laskar, Mizan R. & King, Maxwell L., 1997. "Modified Wald test for regression disturbances," Economics Letters, Elsevier, vol. 56(1), pages 5-11, September.
    5. Pierre Perron & Yohei Yamamoto, 2016. "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests," Econometric Reviews, Taylor & Francis Journals, vol. 35(5), pages 782-844, May.
    6. Yamamoto, Yohei & Tanaka, Shinya, 2015. "Testing for factor loading structural change under common breaks," Journal of Econometrics, Elsevier, vol. 189(1), pages 187-206.
    7. Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A., 2011. "Why panel tests of purchasing power parity should allow for heterogeneous mean reversion," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 246-267, February.
    8. Vogelsang, Timothy J., 1998. "Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series," Journal of Econometrics, Elsevier, vol. 88(2), pages 283-299, November.
    9. Canay, Ivan A. & Otsu, Taisuke, 2012. "Hodges–Lehmann optimality for testing moment conditions," Journal of Econometrics, Elsevier, vol. 171(1), pages 45-53.
    10. Lavergne, Pascal, 2014. "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, vol. 178(P3), pages 414-425.

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