Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference
Year of publication: |
2013-05-01
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Authors: | Sun, Yixiao |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | Physical Sciences and Mathematics | Social and Behavioral Sciences | Asymptotic expansion | F-distribution | Heteroskedasticity and Autocorrelation Robust | long-run variance | robust standard error | testing-optimal smoothing parameter choice | type I and type II errors |
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