A new asymptotic theory for heteroskedasticity : autocorrelation robust tests
Year of publication: |
2005
|
---|---|
Authors: | Kiefer, Nicholas M. ; Vogelsang, Timothy J. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 6, p. 1130-1164
|
Subject: | Robustes Verfahren | Robust statistics | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation |
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