Autocorrelation- and heteroskedasticity-consistent t-values with trending data
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- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119, December.
- Busse, Ralf & Jeske, Roland & Kramer, Walter, 1994. "Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated," Economics Letters, Elsevier, vol. 45(3), pages 267-271.
- Keener, R.W. & Kmenta, J. & Weber, N.C., 1990.
"Estimation of the Covariance Matrix of the Least Squares regression Coefficients when the Disturbance Covariance Matrix is of Unknown Form,"
90-19, Michigan - Center for Research on Economic & Social Theory.
- Keener, Robert W. & Kmenta, Jan & Weber, Neville C., 1991. "Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form," Econometric Theory, Cambridge University Press, vol. 7(01), pages 22-45, March.
- Chipman, John S, 1979. "Efficiency of Least-Squares Estimation of Linear Trend when Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 47(1), pages 115-28, January.
- Robinson, P M, 1991. "Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models," Econometrica, Econometric Society, vol. 59(5), pages 1329-63, September.
- Donald W.K. Andrews, 1988.
"Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation,"
Cowles Foundation Discussion Papers
877R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.
- Andrews, Donald W K, 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, Econometric Society, vol. 59(3), pages 817-58, May.
- Kramer, W., 1989.
"On the robustness of the F-test to autocorrelation among disturbances,"
Elsevier, vol. 30(1), pages 37-40.
- Krämer, Walter, 1986. "On the robustness of the F-test to autocorrelation among disturbances," Hannover Economic Papers (HEP) dp-097, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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