ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS

DOI10.1017/S0266466614000899zbMath1441.62844arXiv1304.1383MaRDI QIDQ2801990

David Preinerstorfer, Benedikt M. Pötscher

Publication date: 22 April 2016

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.1383

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (13)

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