Simple Robust Testing of Regression Hypotheses
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Publication:4530976
DOI10.1111/1468-0262.00128zbMath1015.62089OpenAlexW2171989894MaRDI QIDQ4530976
Helle Bunzel, Timothy J. Vogelsang, Nicholas M. Kiefer
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00128
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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