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Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
Graham Elliott (University of California San Diego), Ulrich K. Müller (Princeton University), Mark W. Watson (National Bureau of Economic Research, Princeton University)
Econometrica
DOI: 10.3982/ecta10535 (Mathematics)
License: not stated (all rights reserved)
Abstract: Least favorable distribution, composite hypothesis, maximin tests, Economic Theory, Applied Economics, Econometrics
Published on 01 Jan. 2015