par Pötscher, Benedikt M;Preinerstorfer, David 
Référence Journal of econometrics, 207, 2, page (406-431)
Publication Publié, 2018-12
Référence Journal of econometrics, 207, 2, page (406-431)
Publication Publié, 2018-12
Article révisé par les pairs
| Résumé : | 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. |
