Finite sample properties of tests based on prewhitened nonparametric covariance estimators (Q2396342): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample properties of tests based on prewhitened nonparametric covariance estimators |
scientific article |
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Finite sample properties of tests based on prewhitened nonparametric covariance estimators (English)
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8 June 2017
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autocorrelation robustness
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prewhitening
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size distortion
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power deficiency
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artificial regressors
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