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- W2751368537 abstract "We complement the theory developed in Preinerstorfer and Potscher (2016) with further finite sample results on size and power of heteroskedasticity and autocorrelation robust tests. These allows us, in particular, to show that the sufficient conditions for the existence of size-controlling critical values recently obtained in Potscher and Preinerstorfer (2018) are often also necessary. We furthermore apply the results obtained to tests for hypotheses on deterministic trends in stationary time series regressions, and find that many tests currently used are strongly size-distorted." @default.
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- W2751368537 date "2017-08-29" @default.
- W2751368537 modified "2023-09-27" @default.
- W2751368537 title "Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing" @default.
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