Finite sample properties of tests based on prewhitened nonparametric covariance estimators (Q2396342)
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scientific article
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| English | Finite sample properties of tests based on prewhitened nonparametric covariance estimators |
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Finite sample properties of tests based on prewhitened nonparametric covariance estimators (English)
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8 June 2017
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autocorrelation robustness
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prewhitening
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size distortion
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power deficiency
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artificial regressors
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0.806789755821228
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0.7840355038642883
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0.7811271548271179
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0.7567994594573975
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0.7566856145858765
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