Heteroscedasticity and autocorrelation robust F and t tests in stata
Xiaoqing Ye (School of Mathematics and Statistics South-Central University for Nationalities), Yixiao Sun (Department of Economics, UC San Diego)
| Year of publication: |
2018-07-09
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|---|---|
| Authors: | Ye, Xiaoqing ; Sun, Yixiao |
| Publisher: |
San Diego : Department of Economics, UC San Diego |
| Subject: | st0001 | har | gmmhar | fixed-smoothing | kernel function | orthonormalseries | testing-optimal | AMSE | OLS/IV | Two-step GMM | J statistic | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Statistische Methodenlehre | Statistical theory |
freely available
| Extent: | 1 Online-Ressource (circa 30 Seiten) Illustrationen |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011914436