Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 6.

January 2013

Preinerstorfer, David and Pötscher, Benedikt M. (2013): On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests.

March 2014

Preinerstorfer, David and Pötscher, Benedikt M. (2014): On the Power of Invariant Tests for Hypotheses on a Covariance Matrix.

20 August 2014

Preinerstorfer, David (2014): Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators.

November 2016

Pötscher, Benedikt M. and Preinerstorfer, David (2016): Controlling the Size of Autocorrelation Robust Tests.

2017

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.

April 2020

Pötscher, Benedikt M. and Preinerstorfer, David (2020): How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?

This list was generated on Tue Oct 27 05:44:14 2020 CET.
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