The performance of heteroskedasticity and autocorrelation robust tests: A Monte Carlo study with an application to the three-factor Fama-French asset-pricing model

Journal of Applied Econometrics

Volumn 23, Issue 1, 2008, Pages 91-109

  Ray, Surajit ^a   Savin, N E ^b  

^a Bear Stearns & Co Inc   (United States)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 51449116962     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.972     Document Type: Article

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