The Econometric SocietyEconometrica: Mar 2015, Volume 83, Issue 2
Nearly Optimal Tests when a Nuisance Parameter is Present Under the Null Hypothesis
https://doi.org/10.3982/ECTA10535
p.
771-811
Graham Elliott, Ulrich K. Müller, and Mark W. Watson
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Supplemental Material
Supplement to "Nearly Optimal Tests when a Nuisance Parameter is Present Under the Null Hypothesis"
This zip file contains the replication files for the manuscript.
Supplement to "Nearly Optimal Tests when a Nuisance Parameter is Present Under the Null Hypothesis"
This appendix gives details of the algorithm used to compute the power bounds in Section 4.3 and additional details for the applications.