We are grateful to two anonymous referees, Peter Burridge, Russell Davidson, Sílvia Gonçalves, Joao Santos Silva and Peter N. Smith for their helpful comments and suggestions.
Bootstrap HAC Tests for Ordinary Least Squares Regression*
Version of Record online: 24 OCT 2011
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford, 2011
Oxford Bulletin of Economics and Statistics
Volume 74, Issue 6, pages 903–922, December 2012
How to Cite
Bravo, F. and Godfrey, L. G. (2012), Bootstrap HAC Tests for Ordinary Least Squares Regression. Oxford Bulletin of Economics and Statistics, 74: 903–922. doi: 10.1111/j.1468-0084.2011.00671.x
- Issue online: 26 OCT 2012
- Version of Record online: 24 OCT 2011
- Final Manuscript Received: July 2011
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!