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Bell, R · 2002

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A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics

math.ST · 2024-12-23 · unverdicted · novelty 6.0

Derives necessary and sufficient condition for size controllability of heteroskedasticity robust tests for single restrictions in regression models.

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A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics math.ST · 2024-12-23 · unverdicted · none · ref 1
Derives necessary and sufficient condition for size controllability of heteroskedasticity robust tests for single restrictions in regression models.

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