This paper evaluates the performance of the Hendry-style response surface and compares it with a nonparametric alternative in the context of assessing the power of a Wald test statistic in the no-intercept, first-order autoregressive model.

Monte Carlo experiment, response surfaces, Simulation, Wald test statistic
Journal of Statistical Planning and Inference
Department of Economics

Power, S. (1995). Monte Carol response surface: A comparative approach. Journal of Statistical Planning and Inference, 43(1-2), 301–310. doi:10.1016/0378-3758(94)00028-T