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Testing and Evaluation

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0013
Subject:
Economics and Finance, Econometrics

The non‐central chi‐squared distribution frequently results when hypothesis testing, so the large‐sample properties of such tests are analysed for sequences of local alternatives. Test power depends ... More


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