Finite sample properties of tests based on prewhitened nonparametric covariance estimators (Q2396342)
From MaRDI portal
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
