Testing for common deterministic trend slopes (Q262744): Difference between revisions

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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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+PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
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+Q3247497
@@ Property / cites work: Q3247497 / rank @@
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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
@@ Property / cites work: Simple Robust Testing of Regression Hypotheses / rank @@
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Multiple Time Series Regression with Integrated Processes
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+Q3323077
@@ Property / cites work: Q3323077 / rank @@
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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