HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
Year of publication: |
2002
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Authors: | Kiefer, Nicholas M. ; Vogelsang, Timothy J. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 6, p. 1350-1366
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