Accurately sized test statistics with misspecified conditional homoskedasticity (Q3019825): Difference between revisions

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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Nonlinear Regression with Dependent Observations
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Q4214054
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+Approximate Power Functions for Some Robust Tests of Regression Coefficients
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+Accurately sized test statistics with misspecified conditional homoskedasticity
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+Testing for common deterministic trend slopes
@@ Property / cites work: Testing for common deterministic trend slopes / rank @@
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