On autocorrelation robust tests and testing for trends

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.