On the sensitivity of the usual t- and F-tests to covariance misspecification
| Year of publication: |
2000
|
|---|---|
| Authors: | Banerjee, Anurag N. ; Magnus, Jan R. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 95.2000, 1, p. 157-176
|
| Publisher: |
Elsevier |