On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests
Year of publication: |
2013-01
|
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Authors: | Preinerstorfer, David ; Pötscher, Benedikt M. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Size distortion | power deficiency | invariance | robustness | autocorrelation | heteroscedasticity | HAC | fixed-bandwidth | long-run-variance | feasible GLS |
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