Finite sample properties of tests based on prewhitened nonparametric covariance estimators (Q2396342)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6726968
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finite sample properties of tests based on prewhitened nonparametric covariance estimators |
scientific article; zbMATH DE number 6726968 |
Statements
Finite sample properties of tests based on prewhitened nonparametric covariance estimators (English)
0 references
8 June 2017
0 references
autocorrelation robustness
0 references
prewhitening
0 references
size distortion
0 references
power deficiency
0 references
artificial regressors
0 references
0.806789755821228
0 references
0.7840355038642883
0 references
0.7811271548271179
0 references
0.7567994594573975
0 references
0.7566856145858765
0 references
