Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
Nicholas M. Kiefer; Timothy J. Vogelsang
| Year of publication: |
2002
|
|---|---|
| Authors: | Kiefer, Nicholas Maximilian ; Vogelsang, Timothy J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 6, p. 1350-1366
|
| Subject: | Statistischer Test | Statistical test | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001716907