IDEAS home Printed from https://ideas.repec.org/p/hhs/hastef/0667.html
   My bibliography  Save this paper

The choice between two hypothesis tests

Author

Listed:
  • Ruist, Erik

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

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.

Suggested Citation

  • Ruist, Erik, 2007. "The choice between two hypothesis tests," SSE/EFI Working Paper Series in Economics and Finance 667, Stockholm School of Economics.
  • Handle: RePEc:hhs:hastef:0667
    as

    Download full text from publisher

    File URL: http://swopec.hhs.se/hastef/papers/hastef0667.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Peguin-Feissolle, A. & Terasvirta, T., 1999. "A General Framework for Testing the Granger Noncausality Hypothesis," G.R.E.Q.A.M. 99a42, Universite Aix-Marseille III.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    sign test; t test; two-dimensional criterion;

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hhs:hastef:0667. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Helena Lundin). General contact details of provider: http://edirc.repec.org/data/erhhsse.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.