Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Yixia Sun; Peter C. B. Phillips; Sainan Jin
| Year of publication: |
2011
|
|---|---|
| Authors: | Sun, Yixiao ; Phillips, Peter C. B. ; Jin, Sainan |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 6, p. 1320-1368
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| Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Induktive Statistik | Statistical inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009489710