Pages that link to "Item:Q2396342"
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The following pages link to Finite sample properties of tests based on prewhitened nonparametric covariance estimators (Q2396342):
Displayed 5 items.
- Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
- Controlling the size of autocorrelation robust tests (Q1739596) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546) (← links)
