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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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Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian; Vogelsang, Timothy J. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
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A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas Maximilian; Vogelsang, Timothy J. - 2000
Persistent link: https://www.econbiz.de/10001458269
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A new asymptotic theory for heteroskedasticity-autocorrelation robust tests
Kiefer, Nicholas Maximilian (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003148418
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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