Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data (Q1362032)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data |
scientific article |
Statements
Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data (English)
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3 August 1997
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heteroskedasticity adjustment
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\(t\)-values
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autocorrelation
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trending regressors
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