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

263 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

Cite this

Banerjee, A. N., & Magnus, J. R. (1997). On the sensitivity of the usual t-and f-tests to AR(1) misspecification. (CentER Discussion Paper; Vol. 1997-90). Econometrics.