Power in non-nested models: a comparative study

María-Isabel Ayuda and Antonio Aznar

Applied Economics Letters, 2000, vol. 7, issue 7, 483-486

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.

Date: 2000
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DOI: 10.1080/135048500351230

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