Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data (Q1362032): Difference between revisions

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+https://doi.org/10.1016/0304-4076(95)01786-0
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated
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+Efficiency of Least-Squares Estimation of Linear Trend when Residuals Are Autocorrelated
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Econometric Estimation with Temporally Dependent Disturbance Terms
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