Accurately sized test statistics with misspecified conditional homoskedasticity (Q3019825)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurately sized test statistics with misspecified conditional homoskedasticity |
scientific article |
Statements
Accurately sized test statistics with misspecified conditional homoskedasticity (English)
0 references
29 July 2011
0 references
robust testing
0 references
test size
0 references
confidence interval estimation
0 references
autocorrelation
0 references
