A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
| Year of publication: |
2005
|
|---|---|
| Authors: | Kiefer, Nicholas M. ; Vogelsang, Timothy J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 21.2005, 6, p. 1130-1164
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