The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
| Year of publication: |
2008
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|---|---|
| Authors: | Ray, Surajit ; Savin, N.E. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 23.2008, 1, p. 91-110
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