The error in rejection probability of simple autocorrelation robust tests

Econometrica

Volumn 72, Issue 3, 2004, Pages 937-946

  Jansson, Michael ^a  

^a NONE

Author keywords

Asymptotic expansion; Autocorrelation robust inference

Indexed keywords

ASYMPTOTIC STABILITY; CORRELATION METHODS; ERROR DETECTION; MATRIX ALGEBRA; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS); STANDARDIZATION; STATISTICAL METHODS;

ASYMPTOTIC EXPANSION; AUTOCORRELATION ROBUST INFERENCE; COVARIANCE MATRIX;

INDUSTRIAL ECONOMICS;

EID: 2642511501     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2004.00517.x     Document Type: Article

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