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Simple Robust Testing of Regression Hypotheses: A Comment

Author

Listed:
  • Karim M. Abadir

    (University of York and Tilburg University, The Netherlands)

  • Paolo Paruolo

    (Universita dell'insubria Varese, Italy)

Abstract

No abstract is available for this item.

Suggested Citation

  • Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September.
  • Handle: RePEc:ecm:emetrp:v:70:y:2002:i:5:p:2097-2099
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    Cited by:

    1. McCulloch, J. Huston, 2016. "Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 712-733.
    2. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.

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