Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630)
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| 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 |
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Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (English)
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7 August 2014
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asymptotic expansion
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\(F\)-distribution
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heteroskedasticity and autocorrelation robust
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long-run variance
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robust standard error
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testing-optimal smoothing parameter choice
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type I and type II errors
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