ARTICLE
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doi:10.20944/preprints201612.0137.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
cross-sectional heteroskedasticity; model specification strategy; Sargan-Hansen (incremental) tests; variants of t-tests; weighting matrices; Windmeijer-correction
Online: 29 December 2016 (07:32:36 CET)