Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Fachzeitschrift	Electronic Journal of Statistics
Jahrgang	13
Ausgabenummer	2
DOIs	https://doi.org/10.1214/19-EJS1611
Publikationsstatus	Veröffentlicht - 2019
Extern publiziert	Ja

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title = "Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing",

author = "B.M. P{\"o}tscher and D. Preinerstorfer",

year = "2019",

doi = "10.1214/19-EJS1611",

language = "English",

volume = "13",

journal = "Electronic Journal of Statistics",

issn = "1935-7524",

publisher = "Institute of Mathematical Statistics",

number = "2",

}

TY - JOUR

T1 - Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing

AU - Pötscher, B.M.

AU - Preinerstorfer, D.

PY - 2019

Y1 - 2019

U2 - 10.1214/19-EJS1611

DO - 10.1214/19-EJS1611

M3 - Journal article

SN - 1935-7524

VL - 13

JO - Electronic Journal of Statistics

JF - Electronic Journal of Statistics

IS - 2

ER -