Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity
Year of publication: |
2007-07-01
|
---|---|
Authors: | Steigerwald, Douglas G ; Erb, Jack |
Institutions: | Department of Economics, University of California-Santa Barbara (UCSB) |
Subject: | test size | confidence interval estimation | heteroskedasticity | autocorrelation |
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