A heteroskedasticity and autocorrelation robustFtest using an orthonormal series variance estimator
Author:
Affiliation:
1. Department of Economics, University of California, San Diego, 9500 Gilman Drive, La Jolla, CA 92093‐0508, USA. E‐mail: yisun@ucsd.edu
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/16/1/1/27685956/ectj0001.pdf
Reference27 articles.
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4. Asymptotic properties of a robust variance matrix estimator for panel data when T is large;Hansen;Journal of Econometrics,2007
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