Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data
type: Item
instance of: scholarly article
title: Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data
zbMATH Open document ID: 0873.62067
DOI: 10.1016/0304-4076(95)01786-0
author: Sonja Michels
author: Walter Krämer
published in: Journal of Econometrics
publication date: 1997-08-03T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1042443
zbMATH Keywords: heteroskedasticity adjustment
zbMATH Keywords: \(t\)-values
zbMATH Keywords: autocorrelation
zbMATH Keywords: trending regressors
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01786-0
OpenAlex ID: W1994367710
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description: scientific article; zbMATH DE number 1042443