T Statistic Based Correlation And Heterogeneity Robust Inference. F-Statistic Based Correlation and Heterogeneity Robust Inference Rustam Ibragimov Economics Department Harvard University 1875 Cambridge Street Cambridge MA 02138 Ulrich K. By Rustam Ibragimov and Ulrich K.
Economic Statistics 2010 vol. F-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.
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We also provide results on correct coverage in a restricted but nonparametric class of strong spatial correlations as well as on the efficiency of the method. 453-468 we consider testing a hypothesis about a parameter based on a Students t-statistic for a fixed number of subsamples of the original sample. See all articles by Rustam Ibragimov. Ibragimov Rustam and Mller Ulrich K T-Statistic Based Correlation and Heterogeneity Robust Inference February 2007.