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

A.N. Banerjee, J.R. Magnus

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Name	CentER Discussion Paper
Volume	1997-90

Keywords

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

keywords = "linearregression model, least squares, sensitivity analysis",

author = "A.N. Banerjee and J.R. Magnus",

note = "Pagination: 40",

year = "1997",

language = "English",

volume = "1997-90",

series = "CentER Discussion Paper",

publisher = "Econometrics",

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T1 - On the sensitivity of the usual t-and f-tests to AR(1) misspecification

AU - Banerjee, A.N.

AU - Magnus, J.R.

N1 - Pagination: 40

PY - 1997

Y1 - 1997

KW - linearregression model

KW - least squares

KW - sensitivity analysis

M3 - Discussion paper

VL - 1997-90

T3 - CentER Discussion Paper

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

PB - Econometrics

CY - Tilburg

ER -