Pages that link to "Item:Q4807336"
From MaRDI portal
The following pages link to HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Q4807336):
Displayed 6 items.
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Robust M tests using kernel-based estimators with bandwidth equal to sample size (Q1934126) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569) (← links)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446) (← links)