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Some further results on tests for model specification in the presence of alternative hypotheses
MacKinnon, James C.
;
White, Halbert
;
Davidson, Russell
-
1982
Persistent link: https://www.econbiz.de/10003522814
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A modified heteroskedasticity consistent covariance matrix estimator with improved finite sample properties
MacKinnon, James G.
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White, Halbert
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1983
Persistent link: https://www.econbiz.de/10003529317
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