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The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit
;
Savin, N. Eugene
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10003682851
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Learning and communication in sender-receiver games : an econometric investigation
Blume, Andreas
;
DeJong, Douglas V.
;
Neumann, George R.
; …
- In:
Journal of applied econometrics
17
(
2002
)
3
,
pp. 225-247
Persistent link: https://www.econbiz.de/10001676813
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