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

Anurag Banerjee () and Jan R. Magnus ()

Journal of Econometrics, 2000, vol. 95, issue 1, pages 157-176

Date: 2000
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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