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



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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.

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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.

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