Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels

Econometric Theory

Volumn 27, Issue 6, 2011, Pages 1320-1368

  Sun, Yixiao ^a   Phillips, Peter C B ^b   Jin, Sainan ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b YALE UNIVERSITY   (United States)

^c SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80051839759     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466611000077     Document Type: Article

References (27)

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