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

J.R. Magnus, A.N. Banerjee

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Cite this

@article{63e688eb04134d3b9fc16297de63ea0c,

title = "On the sensitivity of the usual t- and F-tests to covariance misspecification",

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

note = "DP9790 Pagination: 19",

year = "2000",

language = "English",

volume = "95",

pages = "157--176",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

}