journal article Jan 01, 2015

Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis

Graham Elliott Ulrich K. Müller Mark W. Watson

Econometrica Vol. 83 No. 2 pp. 771-811 · JSTOR

View at Publisher Save 10.3982/ecta10535

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Published: Jan 01, 2015
Vol/Issue: 83(2)
Pages: 771-811
License: View

Authors

Ulrich K. Müller

Department of Economics, Princeton University

Cite This Article

Graham Elliott, Ulrich K. Müller, Mark W. Watson (2015). Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis. Econometrica, 83(2), 771-811. https://doi.org/10.3982/ecta10535

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