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Power in non-nested models: a comparative study
María-Isabel Ayuda Antonio Aznar
, 2000, vol. 7, issue 7, pages 483-486
Applied Economics Letters Abstract:
The main objective of this letter is to compare two concepts of the power of a test developed in the literature on non-nested hypotheses. Using Monte Carlo techniques it is shown that both definitions of power are asymptotically equivalent, but for small samples they differ in some cases very dramatically.
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