On the sensitivity of the usual t-and f-tests to AR(1) misspecification

A.N. Banerjee, J.R. Magnus

Research output: Working paperDiscussion paperOther research output

221 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages40
Volume1997-90
Publication statusPublished - 1997

Publication series

NameCentER Discussion Paper
Volume1997-90

Keywords

  • linearregression model
  • least squares
  • sensitivity analysis

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