A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Year of publication: |
2013
|
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Authors: | Sun, Yixiao |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 16.2013, 1, p. 1-26
|
Subject: | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
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