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How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.; Preinerstorfer, David - In: Econometric theory 39 (2023) 4, pp. 789-847
Persistent link: https://www.econbiz.de/10014342265
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On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 33 (2017) 1, pp. 1-68
Persistent link: https://www.econbiz.de/10011665247
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On size and power of heteroskedasticity and autocorrelation robust tests
Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 32 (2016) 2, pp. 261-358
Persistent link: https://www.econbiz.de/10011578481
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Controlling the size of autocorrelation robust tests
Pötscher, Benedikt M.; Preinerstorfer, David - In: Journal of econometrics 207 (2018) 2, pp. 406-431
Persistent link: https://www.econbiz.de/10012116367
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Valid heteroskedasticity robust testing
Pötscher, Benedikt M.; Preinerstorfer, David - 2025
Persistent link: https://www.econbiz.de/10015374599
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On the asymptotic distribution of the Moran I test statistic with applications
Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 104 (2001) 2, pp. 219-257
Persistent link: https://www.econbiz.de/10001606580
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On the l2(q) test statistic for spatial dependence : finite sample standardization and properties
Drukker, David M.; Prucha, Ingmar R. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 271-292
Persistent link: https://www.econbiz.de/10010202737
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A robust test for network generated dependence
Liu, Xiaodong; Prucha, Ingmar R. - In: Journal of econometrics 207 (2018) 1, pp. 92-113
Persistent link: https://www.econbiz.de/10012116126