Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing |
scientific article |
Statements
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (English)
0 references
11 October 2019
0 references
heteroskedasticity and autocorrelation
0 references
trend testing
0 references
size distortion
0 references
power deficiency
0 references
stationary time series regression
0 references
0 references
0 references
0 references
0 references
0 references
0.9666649
0 references
0.9148522
0 references
0.9092207
0 references
0.90369403
0 references
0.90112245
0 references
0.89693093
0 references
0.88501066
0 references