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~isPartOf:"Econometric theory"
~person:"Kiefer, Nicholas Maximilian"
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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Kiefer, Nicholas Maximilian
Phillips, Peter C. B.
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Taylor, Robert
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Econometric theory
CAE working paper
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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A new asymptotic
theory
for heteroskedasticity : autocorrelation robust tests
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1130-1164
Persistent link: https://www.econbiz.de/10003193574
Saved in:
2
Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1350-1366
Persistent link: https://www.econbiz.de/10001716907
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