MTests with a New Normalization Matrix
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474938.2013.833822
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1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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3. Rao's score, Neyman's C(α) and Silvey's LM tests: an essay on historical developments and some new results
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