The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Surajit Ray and N. E. Savin
| Year of publication: |
2008
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|---|---|
| Authors: | Ray, Surajit ; Savin, N. Eugene |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 23.2008, 1, p. 91-109
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| Subject: | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10003682851