T Statistic Based Correlation And Heterogeneity Robust Inference. T-Statistic Based Correlation and Heterogeneity Robust Inference Rustam IBRAGIMOV Economics Department Harvard University 1875 Cambridge Street Cambridge MA 02138 Ulrich K. Small samples Bakirov and Szekely 2005 Ibragimov and Mull.
CiteSeerX - Document Details Isaac Councill Lee Giles Pradeep Teregowda. Usual small sample ttest of level α 5. T-Statistic Based Correlation and Heterogeneity Robust Inference Rustam Ibragimov Ulrich K.
The key ingredient is the following result of Bakirov and Szkely 2005 concerning the small sample properties of the standard ttest.
See all articles by Rustam Ibragimov. 2010 t-statistic based correlation and heterogeneity robust inference. The key ingredient is the following result of Bakirov and Szkely 2005 concerning the small sample properties of the standard ttest. See all articles by Rustam Ibragimov.
