A previous version of this paper was circulated under the title “An Alternative Sense of Asymptotic Efficiency.” The author would like to thank Whitney Newey, three anonymous referees, Mark Watson, seminar participants at Berkeley, Brown, Harvard/MIT, Penn State, and Stanford, and conference participants at the NBER Summer Institute 2008 and the ESEM Summer Meeting 2008 for helpful comments and discussions, as well as Jia Li for excellent research assistance. Financial support by the NSF through Grant SES-0751056 is gratefully acknowledged.
Efficient Tests Under a Weak Convergence Assumption
Article first published online: 14 FEB 2011
© 2011 The Econometric Society
Volume 79, Issue 2, pages 395–435, March 2011
How to Cite
Müller, U. K. (2011), Efficient Tests Under a Weak Convergence Assumption. Econometrica, 79: 395–435. doi: 10.3982/ECTA7793
- Issue published online: 14 FEB 2011
- Article first published online: 14 FEB 2011
- Manuscript received March, 2008; final revision received September, 2010.
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