Benedikt Poetscher, University of Vienna
Date: 21 MARCH 2019 from 14:30 to 16:30
Event location: Seminar Room, 1st floor, Department of Statistics Science, Via Belle Arti 41, Bologna
Type: Statistics Seminars
Benedikt Poetscher - University of Vienna
Abstract
Autocorrelation robust tests are notorious for suffering from size distortions and power problems. We investigate under which conditions the size of autocorrelation robust tests can be controlled by an appropriate choice of critical value. We also discuss properties of trend tests.
Organizzazione
Alessandra Luati, Giuseppe Cavaliere.