Robust M tests using kernel-based estimators with bandwidth equal to sample size (Q1934126): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2007.01.014
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+W1995853849
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+Simple Robust Testing of Regression Hypotheses
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+Robust<i>M</i>Tests Without Consistent Estimation of the Asymptotic Covariance Matrix
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+Testing That a Dependent Process Is Uncorrelated
@@ Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank @@
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+Automatic Lag Selection in Covariance Matrix Estimation
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