Kan, Raymond (contributor); Zhou, Guofu (contributor) - 2001 - [Elektronische Ressource]
invariant tests when N ≥ 2, and which test is more powerful depends on the choice of an
alternative hypothesis. Therefore, it is … significance level on economic significance of the components. Such a choice
could result in a power function that is more sensible … ordering of the tests, the natural choice is to test the more important component first.
19
tests reject the spanning …