Preinerstorfer, David and Pötscher, Benedikt M. (2013): On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests.
Preinerstorfer, David and Pötscher, Benedikt M. (2014): On the Power of Invariant Tests for Hypotheses on a Covariance Matrix.
Preinerstorfer, David (2014): Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators.
Pötscher, Benedikt M. and Preinerstorfer, David (2016): Controlling the Size of Autocorrelation Robust Tests.
Pötscher, Benedikt M. and Preinerstorfer, David (2017): Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing.
Pötscher, Benedikt M. and Preinerstorfer, David (2020): How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
Pötscher, Benedikt M. and Preinerstorfer, David (2022): A Modern Gauss-Markov Theorem? Really?
Pötscher, Benedikt M. and Preinerstorfer, David (2021): Valid Heteroskedasticity Robust Testing.
Pötscher, Benedikt M. and Preinerstorfer, David (2021): Valid Heteroskedasticity Robust Testing.
Pötscher, Benedikt M. and Preinerstorfer, David (2022): A Modern Gauss-Markov Theorem? Really?
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by 
.
![[up]](/style/images/multi_up.png)
Up a level