Accurately sized test statistics with misspecified...

Accurately sized test statistics with misspecified conditional homoskedasticity

Erb, Jack, Steigerwald, Douglas G.
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Volume:
81
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949650903463574
Date:
June, 2011
File:
PDF, 236 KB
english, 2011
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