Statistics seminar 2019: On autocorrelation robust tests and testing for trends
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Relatore
Benedikt Poetscher - University of Vienna
Abstract
Autocorrelation robust tests are notorious for suffering from size distortions and power problems. We investigate under which conditions the size of autocorrelation robust tests can be controlled by an appropriate choice of critical value. We also discuss properties of trend tests.
Organizzazione
Alessandra Luati, Giuseppe Cavaliere.