Pages that link to "Item:Q3108569"
From MaRDI portal
The following pages link to POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569):
Displayed 5 items.
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
- Controlling the size of autocorrelation robust tests (Q1739596) (← links)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
- ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
- Is Newey-West optimal among first-order kernels? (Q6199656) (← links)