A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
| Year of publication: |
2013
|
|---|---|
| Authors: | Sun, Yixiao |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 16.2013, 1, p. 1-26
|
| Publisher: |
Royal Economic Society - RES |