Approximate Power Functions for Some Robust Tests of Regression Coefficients
| Year of publication: |
1984-01-01
|
|---|---|
| Authors: | Rothenberg, Thomas J. |
| Institutions: | Institute of Business and Economic Research (IBER), Walter A. Haas School of Business |
| Subject: | test statistics | nromal linear regression model | least squares estimates | asymptomatic critical values | heteroscedasticity | autocorrelation | Social and Behavioral Sciences |
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