Pages that link to "Item:Q2801990"
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The following pages link to On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990):
Displaying 23 items.
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
- On the robustness of the F-test to autocorrelation among disturbances (Q902663) (← links)
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918) (← links)
- A comparison of the power of some tests for conditional heteroscedasticity (Q1285811) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
- Controlling the size of autocorrelation robust tests (Q1739596) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses (Q2306275) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Q4807336) (← links)
- A heteroskedasticity and autocorrelation robust<i>F</i>test using an orthonormal series variance estimator (Q5093198) (← links)
- Heteroskedasticity–robust tests with minimum size distortion (Q5349175) (← links)
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing (Q5449870) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)
- HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546) (← links)
- Optimal HAR inference (Q6646170) (← links)
