On the sensitivity of the usual t- and F-tests to covariance misspecification

J.R. Magnus, A.N. Banerjee

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)157-176
Number of pages19
JournalJournal of Econometrics
Volume95
Publication statusPublished - 2000

Cite this

Magnus, J.R. ; Banerjee, A.N. / On the sensitivity of the usual t- and F-tests to covariance misspecification. In: Journal of Econometrics. 2000 ; Vol. 95. pp. 157-176.
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On the sensitivity of the usual t- and F-tests to covariance misspecification. / Magnus, J.R.; Banerjee, A.N.

In: Journal of Econometrics, Vol. 95, 2000, p. 157-176.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - On the sensitivity of the usual t- and F-tests to covariance misspecification

AU - Magnus, J.R.

AU - Banerjee, A.N.

N1 - DP9790 Pagination: 19

PY - 2000

Y1 - 2000

M3 - Article

VL - 95

SP - 157

EP - 176

JO - Journal of Econometrics

JF - Journal of Econometrics

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