Autocorrelation- and heteroskedasticity-consistent t-values with trending data
| Year of publication: |
1997
|
|---|---|
| Authors: | Kramer, Walter ; Michels, Sonja |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 76.1997, 1-2, p. 141-147
|
| Publisher: |
Elsevier |