Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels
Year of publication: |
2010
|
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Authors: | Sun, Yixiao |
Other Persons: | Phillips, Peter C. B. (contributor) ; Jin, Sainan (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (51 p) |
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Series: | Cowles Foundation Discussion Paper ; No. 1749 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 14, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1536546 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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Sun, Yixiao, (2010)
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