POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569): Difference between revisions

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+Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+Automatic Lag Selection in Covariance Matrix Estimation
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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Simple Robust Testing of Regression Hypotheses
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
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+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
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+https://doi.org/10.1017/s0266466611000077
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+W1487924164
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+Publication:3108569