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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
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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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The exact likelihood function for an empirical job search model
Christensen, Bent Jesper - In: Econometric theory 7 (1991) 4, pp. 464-486
Persistent link: https://www.econbiz.de/10001117738
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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/10006972303
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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/10006957904