Small-sample power of tests for inequality restrictions: the case of quarter-dependent regression errors

Ping Wu; Maxwell L. King

doi:10.1016/S0165-1765(96)00850-6

Small-sample power of tests for inequality restrictions: the case of quarter-dependent regression errors

Ping Wu, Maxwell L. King

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

1 Citation (Scopus)

Abstract

Testing for inequality restricted hypotheses has attracted increasing attention in recent years in econometrics. While many tests have been proposed for these testing problems, little is available on the power of these tests. In this paper, we examine the power of two tests in the literature, the locally most mean powerful invariant test and the Kuhn-Tucker test, in the case of testing for quarter-dependent simple AR(4) errors in linear regressions.

Original language	English
Pages (from-to)	121-127
Number of pages	7
Journal	Economics Letters
Volume	52
Issue number	2
DOIs	https://doi.org/10.1016/S0165-1765(96)00850-6
Publication status	Published - 1 Aug 1996

Keywords

Bounds of critical values
Inequality restrictions
Kuhn-Tucker test
Locally most mean powerful test
Size and power

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10.1016/S0165-1765(96)00850-6

Cite this

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title = "Small-sample power of tests for inequality restrictions: the case of quarter-dependent regression errors",

abstract = "Testing for inequality restricted hypotheses has attracted increasing attention in recent years in econometrics. While many tests have been proposed for these testing problems, little is available on the power of these tests. In this paper, we examine the power of two tests in the literature, the locally most mean powerful invariant test and the Kuhn-Tucker test, in the case of testing for quarter-dependent simple AR(4) errors in linear regressions.",

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KW - Bounds of critical values

KW - Inequality restrictions

KW - Kuhn-Tucker test

KW - Locally most mean powerful test

KW - Size and power

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JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Small-sample power of tests for inequality restrictions: the case of quarter-dependent regression errors

Abstract

Keywords

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