Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
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Publication:2326985
DOI10.1214/19-EJS1611zbMath1429.62411arXiv1708.08688MaRDI QIDQ2326985
David Preinerstorfer, Benedikt M. Pötscher
Publication date: 11 October 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.08688
size distortionheteroskedasticity and autocorrelationtrend testingpower deficiencystationary time series regression
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Uses Software
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