7 results
VALID HETEROSKEDASTICITY ROBUST TESTING
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- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 11 September 2023, pp. 1-53
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FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES
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- Econometric Theory , First View
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- 16 March 2023, pp. 1-42
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SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS
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- Journal:
- Econometric Theory / Volume 40 / Issue 3 / June 2024
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- 28 October 2022, pp. 688-704
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HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?
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- Econometric Theory / Volume 39 / Issue 4 / August 2023
- Published online by Cambridge University Press:
- 27 April 2022, pp. 789-847
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HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
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- Econometric Theory / Volume 39 / Issue 6 / December 2023
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- 01 March 2021, pp. 1292-1324
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ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
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- Journal:
- Econometric Theory / Volume 33 / Issue 1 / February 2017
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- 14 December 2015, pp. 1-68
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ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
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- Journal:
- Econometric Theory / Volume 32 / Issue 2 / April 2016
- Published online by Cambridge University Press:
- 26 February 2015, pp. 261-358
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