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ECONIS (ZBW)
483
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1
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity
autocorrelation
robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
2
Heteroskedasticity
autocorrelation
robust inference in time series regressions with missing data
Rho, Seung-Hwa
;
Vogelsang, Timothy J.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 601-629
Persistent link: https://www.econbiz.de/10012146158
Saved in:
3
LM tests in the presence of non-normal error distributions
Furno, Marilena
- In:
Econometric theory
16
(
2000
)
2
,
pp. 249-261
Persistent link: https://www.econbiz.de/10001483372
Saved in:
4
A strong consistency proof for heteroskedasticity and
autocorrelation
consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
Saved in:
5
Heteroskedasticity-
autocorrelation
robust testing using bandwidth equal to sample size
Kiefer, Nicholas M.
;
Vogelsang, Timothy J.
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1350-1366
Persistent link: https://www.econbiz.de/10001716907
Saved in:
6
HAC estimation by automated regression
Phillips, Peter C. B.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 116-142
Persistent link: https://www.econbiz.de/10002674646
Saved in:
7
A convergent t-statistic in spurious regressions
Sun, Yixiao
- In:
Econometric theory
20
(
2004
)
5
,
pp. 943-962
Persistent link: https://www.econbiz.de/10002265261
Saved in:
8
Power maximization and size control in heteroskedasticity and
autocorrelation
robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
9
A new asymptotic theory for heteroskedasticity :
autocorrelation
robust tests
Kiefer, Nicholas M.
;
Vogelsang, Timothy J.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1130-1164
Persistent link: https://www.econbiz.de/10003193574
Saved in:
10
On size and power of heteroskedasticity and
autocorrelation
robust tests
Preinerstorfer, David
;
Pötscher, Benedikt M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 261-358
Persistent link: https://www.econbiz.de/10011578481
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