Title of article :
Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Author/Authors :
Krنmer، نويسنده , , Walter and Michels، نويسنده , , Sonja، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1997
Abstract :
This note extends autocorrelation- and heteroskedasticity-consistent t-values to linear regression models with trending regressors.
Keywords :
Linear regression , Heteroskedasticity adjustment , t-values
Journal title :
Journal of Econometrics
Journal title :
Journal of Econometrics
