Accurately sized test statistics with misspecified conditional homoskedasticity (Q3019825): Difference between revisions

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scientific article
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Accurately sized test statistics with misspecified conditional homoskedasticity
scientific article

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    Accurately sized test statistics with misspecified conditional homoskedasticity (English)
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    29 July 2011
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    robust testing
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    test size
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    confidence interval estimation
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    autocorrelation
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