Consistent Hac Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
نویسندگان
چکیده
منابع مشابه
" Fixed-smoothing Asymptotics and Ac- Curate F Approximation Using Vector Autoregressive Covariance Ma
Kiefer, N. M., Vogelsang, T. J., and Bunzel, H. (2000), “Simple Robust Testing of Regression Hypotheses,” Econometrica, 68, 695–714. [311,314] King, M. L. (1980), “Robust Tests for Spherical Symmetry and Their Application to Least Squares Regression,” The Annals of Statistics, 8, 1265–1271. [316] ——— (1987), “Towards a Theory of Point Optimal Testing,” Econometric Reviews, 6, 169–218. [315] Leh...
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