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