Pages that link to "Item:Q2326985"
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The following pages link to Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985):
Displayed 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)
- Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings (Q6134159) (← links)
