A NECESSARY AND SUFFICIENT CONDITION FOR SIZE CONTROLLABILITY OF HETEROSKEDASTICITY ROBUST TEST STATISTICS

Publication: Scientific journal › Journal article › peer-review

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@article{332d97ae919b4a4fa9cd6df09bd512a3,

title = "A NECESSARY AND SUFFICIENT CONDITION FOR SIZE CONTROLLABILITY OF HETEROSKEDASTICITY ROBUST TEST STATISTICS",

author = "P{\"o}tscher, \{Benedikt M.\} and David Preinerstorfer",

year = "2026",

month = sep,

day = "3",

doi = "10.1017/S0266466626100541",

language = "English",

pages = "1--22",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

}

TY - JOUR

T1 - A NECESSARY AND SUFFICIENT CONDITION FOR SIZE CONTROLLABILITY OF HETEROSKEDASTICITY ROBUST TEST STATISTICS

AU - Pötscher, Benedikt M.

AU - Preinerstorfer, David

PY - 2026/9/3

Y1 - 2026/9/3

U2 - 10.1017/S0266466626100541

DO - 10.1017/S0266466626100541

M3 - Journal article

SN - 0266-4666

SP - 1

EP - 22

JO - Econometric Theory

JF - Econometric Theory

ER -