Robust M tests using kernel-based estimators with bandwidth equal to sample size
type: Item
instance of: scholarly article
title: Robust M tests using kernel-based estimators with bandwidth equal to sample size
zbMATH Open document ID: 1255.62367
author: Wei-Ming Lee
published in: Economics Letters
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 6131255
zbMATH Keywords: Bartlett kernel
zbMATH Keywords: recursive estimators
zbMATH Keywords: serial correlation test
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.01.014
OpenAlex ID: W1995853849
cites work: Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
cites work: HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
cites work: Simple Robust Testing of Regression Hypotheses
cites work: RobustMTests Without Consistent Estimation of the Asymptotic Covariance Matrix
cites work: Testing That a Dependent Process Is Uncorrelated
cites work: Automatic Lag Selection in Covariance Matrix Estimation
DOI: 10.1016/J.ECONLET.2007.01.014
description: scientific article; zbMATH DE number 6131255