Simple Robust Testing of Regression Hypotheses

DOI10.1111/1468-0262.00128zbMATH Open1015.62089OpenAlexW2171989894MaRDI QIDQ4530976FDOQ4530976

Authors: Nicholas M. Kiefer, Timothy J. Vogelsang, Helle Bunzel 

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00128

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)

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