More on the F-test under nonspherical disturbances
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- Kramer, W., 1989.
"On the robustness of the F-test to autocorrelation among disturbances,"
Economics Letters, Elsevier, vol. 30(1), pages 37-40.
- Krämer, Walter, 1986. "On the robustness of the F-test to autocorrelation among disturbances," Hannover Economic Papers (HEP) dp-097, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.
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Keywords
F-test; spatial autocorrelation;Statistics
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