Accurately sized test statistics with misspecified conditional homoskedasticity

DOI10.1080/00949650903463574zbMath1221.62104OpenAlexW2098719635MaRDI QIDQ3019825

Jack Erb, Douglas G. Steigerwald

Publication date: 29 July 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/5rv0z5dz

zbMATH Keywords

autocorrelationconfidence interval estimationrobust testingtest size

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items

Accurately sized test statistics with misspecified conditional homoskedasticity

Cites Work

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