Controlling the size of autocorrelation robust tests

Publication: Scientific journal › Journal article › peer-review

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@article{65afd52fc1ec466eb8c718cdb1aaab66,

title = "Controlling the size of autocorrelation robust tests",

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

year = "2018",

doi = "10.1016/j.jeconom.2018.08.005",

language = "English",

volume = "207",

pages = "406--431",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "2",

}