Pages that link to "Item:Q902663"
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The following pages link to On the robustness of the F-test to autocorrelation among disturbances (Q902663):
Displaying 7 items.
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Some consequences of using the Chow tests in the context of autocorrelated disturbances (Q1206323) (← links)
- Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data (Q1362032) (← links)
- Controlling the size of autocorrelation robust tests (Q1739596) (← links)
- On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
- When is cross impact relevant? (Q6546318) (← links)