Finite sample properties of tests based on prewhitened nonparametric covariance estimators (Q2396342): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1409.1419 / rank | |||
Normal rank | |||
Latest revision as of 06:20, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample properties of tests based on prewhitened nonparametric covariance estimators |
scientific article |
Statements
Finite sample properties of tests based on prewhitened nonparametric covariance estimators (English)
0 references
8 June 2017
0 references
autocorrelation robustness
0 references
prewhitening
0 references
size distortion
0 references
power deficiency
0 references
artificial regressors
0 references
