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The choice between two hypothesis tests

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  • Ruist, Erik

    ()
    (Dept. of Economic Statistics, Stockholm School of Economics)

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    Abstract

    Most standard hypothesis tests have high power only against a limited space of alternative hypotheses. With the advent of new tests for the same hypothesis, claimed to have higher power for some alternatives, but lower for other, the practitioner has to make a choice between alternative tests. This paper recommends the use of a pre-test to guide this choice, or the combined use of both tests.

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    File URL: http://swopec.hhs.se/hastef/papers/hastef0667.pdf
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    Bibliographic Info

    Paper provided by Stockholm School of Economics in its series Working Paper Series in Economics and Finance with number 667.

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    Length: 13 pages
    Date of creation: 14 Jun 2007
    Date of revision:
    Handle: RePEc:hhs:hastef:0667

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    Related research

    Keywords: sign test; t test; two-dimensional criterion;

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    1. Péguin-Feissolle, Anne & Teräsvirta, Timo, 1999. "A general framework for testing the Granger noncausality hypothesis," Working Paper Series in Economics and Finance 343, Stockholm School of Economics.
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