Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:55, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference |
scientific article |
Statements
Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (English)
0 references
7 August 2014
0 references
asymptotic expansion
0 references
\(F\)-distribution
0 references
heteroskedasticity and autocorrelation robust
0 references
long-run variance
0 references
robust standard error
0 references
testing-optimal smoothing parameter choice
0 references
type I and type II errors
0 references
