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- W2964092004 abstract "We complement the theory developed in Preinerstorfer and Pötscher (2016) with further finite sample results on size and power of heteroskedasticity and autocorrelation robust tests. These allow us, in particular, to show that the sufficient conditions for the existence of size-controlling critical values recently obtained in Pötscher 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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- W2964092004 date "2019-01-01" @default.
- W2964092004 modified "2023-10-03" @default.
- W2964092004 title "Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing" @default.
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- W2964092004 doi "https://doi.org/10.1214/19-ejs1611" @default.
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