t-Statistic Based Correlation and Heterogeneity Robust Inference
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Publication:3062997
DOI10.1198/jbes.2009.08046zbMath1202.62034OpenAlexW3122427323MaRDI QIDQ3062997
Ulrich K. Müller, Rustam Ibragimov
Publication date: 30 December 2010
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jbes.2009.08046
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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