Statistics seminar 2019 - "On autocorrelation robust tests and testing for trends"

Data: 21 marzo 2019 dalle 16:00 alle 18:00
Luogo: Dipartimento di Scienze Statistiche - via delle Belle Arti 41 - Aula seminari - I° piano

Joint Statistics and Economics seminar

Relatore
Benedikt Potscher - 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
Giuseppe Cavaliere e Alessandra Luati