Simple Robust Testing of Regression Hypotheses

DOI10.1111/1468-0262.00128MaRDI QIDQ4530976zbMATH OpenOpenAlexFDO

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

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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