{"id":"W2119035500","doi":"10.1017/s0266466605050565","title":"A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS","year":2005,"lang":"en","type":"article","venue":"Econometric Theory","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":440,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Mathematics; Sample size determination; Estimator; Bandwidth (computing); Autocorrelation; Heteroscedasticity; Covariance matrix; Applied mathematics; Statistics; Nonparametric statistics; Covariance; Asymptotic analysis; Computer science; Telecommunications","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06733811079430002,"score_gpt":0.2305102417588674,"score_spread":0.1631721309645673,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}