Who Invented Local Power Analysis?
Posted: 14 Oct 2008
Date Written: October, 13 2008
Asymptotic local power analysis has become an important and increasingly used technique in econometrics. This paper reviews the history of local power analysis and delineates the contribution of J. Neyman, E.J.G. Pitman, and G. Noether.
Keywords: Econometrics, Asymptotic Theory, Power
JEL Classification: C12
Suggested Citation: Suggested Citation