In the presence of heteroscedasticity, ordinary least squares (OLS) estimates are unbiased, but the usual tests of significance are generally inappropriate and their use can lead to incorrect ...
This paper analyzes tests for a shift in the trend function of a time series at an unknown date based on ordinary least squares (OLS) estimates of the trend function. Inference about the trend ...
Cluster-robust inference and estimation methods have emerged as indispensable tools in empirical research, enabling statisticians and economists to draw valid conclusions from data exhibiting ...
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