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Power of tests in binary response models

Savin, N. Eugene; Würtz, A. H. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 2, pp. 413-421

Persistent link: https://www.econbiz.de/10001369028

Power of tests in binary response models : comment

Geweke, John - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 2, pp. 423-425

Persistent link: https://www.econbiz.de/10001394072

The level and power of the bootstrap t test in the AR(1) model with trend

Nankervis, John C. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 161-168

Persistent link: https://www.econbiz.de/10001203172

The danger of extrapolating asymptotic local power

Nelson, Forrest D. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 4, pp. 977-981

Persistent link: https://www.econbiz.de/10001091329

Testing for unit roots : [P.] 1

Evans, G. B. A.; Savin, N. E. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 3, pp. 753-779

Persistent link: https://www.econbiz.de/10001837065

Testing for serial correlation : generalized Andrews-Ploberger tests

Nankervis, John C.; Savin, N. Eugene - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 246-255

Persistent link: https://www.econbiz.de/10008736225

Power of Tests in Binary Response Models

Savin, N. Eugene; Wurtz, Allan - 1998

Most hypotheses in binary response models are composite. The null hypothesis is usually that one or more slope coefficients are zero. Typically, the sequence of alternatives of interest is one in which the slope coefficients are increasing in absolute value. In this paper, we prove that the...

Persistent link: https://www.econbiz.de/10014079352