A heteroskedasticity and autocorrelation robust<i>F</i>test using an orthonormal series variance estimator (Q5093198): Difference between revisions
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Latest revision as of 18:46, 5 March 2024
scientific article; zbMATH DE number 7563553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A heteroskedasticity and autocorrelation robust<i>F</i>test using an orthonormal series variance estimator |
scientific article; zbMATH DE number 7563553 |
Statements
A heteroskedasticity and autocorrelation robust<i>F</i>test using an orthonormal series variance estimator (English)
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26 July 2022
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asymptotic expansion
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\(F\)-distribution
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fixed-smoothing asymptotics
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heteroskedasticity and autocorrelation robust standard error
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increasing-smoothing asymptotics
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long-run variance
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non-parametric series method
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