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Conjecture on size control for heteroskedasticity-robust testing
Let be the heteroskedasticity-robust test statistic, let be the subspace appearing in the preceding conditions, let denote the relevant standard-bas…
Conjecture on size control for heteroskedasticity-robust testing
Let be the heteroskedasticity-robust test statistic, let be the subspace appearing in the preceding conditions, let denote the relevant standard-bas…