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Search: subject:"Heteroskedasticity and Autocorrelation Robust Standard Error"
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heteroskedasticity and autocorrelation robust standard error
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Testing for moderate explosiveness in the presence of drift
Guo, Gangzheng
;
Wang, Shaoping
;
Sun, Yixiao
-
2018
based on a
heteroskedasticity
and
autocorrelation
robust
standard
error
follows Student's t distribution in large samples …
Persistent link: https://www.econbiz.de/10011914444
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2
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
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