A heteroskedasticity and autocorrelation robustFtest using an orthonormal series variance estimator
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Publication:5093198
DOI10.1111/j.1368-423X.2012.00390.xMaRDI QIDQ5093198
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Publication date: 26 July 2022
Published in: The Econometrics Journal (Search for Journal in Brave)
asymptotic expansionlong-run variancefixed-smoothing asymptotics\(F\)-distributionincreasing-smoothing asymptoticsheteroskedasticity and autocorrelation robust standard errornon-parametric series method
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