Heteroskedasticity–robust tests with minimum size distortion (Q5349175)
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scientific article; zbMATH DE number 6763670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroskedasticity–robust tests with minimum size distortion |
scientific article; zbMATH DE number 6763670 |
Statements
Heteroskedasticity–robust tests with minimum size distortion (English)
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23 August 2017
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heteroskedasticity-robust inference
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size distortion
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wild bootstrap
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Eicker-White estimator
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error in rejection probability (ERP)
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0.93367976
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0.91755843
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0.91370445
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0.9125641
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0.90920603
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0.90611565
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