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Title:The choice between two hypothesis tests PDF Logo
Authors:Ruist, Erik
Issue Date:2007
Series/Report no.:SSE/EFI Working Paper Series in Economics and Finance 667
Abstract:Most standard hypothesis tests have high power only against a limited space of alternative hypotheses. With the advent of new tests for the same hypothesis, claimed to have higher power for some alternatives, but lower for other, the practitioner has to make a choice between alternative tests. This paper recommends the use of a pre-test to guide this choice, or the combined use of both tests.
Subjects:sign test
t test
two-dimensional criterion
JEL:C12
Document Type:Working Paper
Appears in Collections:SSE/EFI Working Paper Series in Economics and Finance, EFI - The Economic Research Institute, Stockholm School of Economics

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