Pages that link to "Item:Q1739596"
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The following pages link to Controlling the size of autocorrelation robust tests (Q1739596):
Displaying 9 items.
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← links)
- Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Q4807336) (← links)
- The Error in Rejection Probability of Simple Autocorrelation Robust Tests (Q5475037) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Optimal HAR inference (Q6646170) (← links)