Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>Nearly Optimal Tests when a Nuisance Parameter is Present Under the Null Hypothesis

Econometrica: 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

Institutional Access
Log In To View Full Content

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.

View zip

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.

View pdf

Publications

Econometrica

Journal News

November 22, 2022

Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission and publication fees for papers in its three journals: Econometrica, Quantitative Economics and Theoretical Economics.
View

Log In


Forgot your password?