Pages that link to "Item:Q2326985"

The following pages link to Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985):

Displaying 4 items.

• How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
• Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• Optimal HAR inference (Q6646170) (← links)