Approximate Power Functions for Some Robust Tests of Regression Coefficients

Thomas J. Rothenberg

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: test statistics; nromal linear regression model; least squares estimates; asymptomatic critical values; heteroscedasticity; autocorrelation; Social and Behavioral Sciences (search for similar items in EconPapers)
Date: 1984-01-01
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