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1 paper

math.ST2026

A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics

Benedikt M. Pötscher, David Preinerstorfer

We revisit size controllability results in Pötscher and Preinerstorfer (2025) concerning heteroskedasticity robust test statistics in regression models. For the special, but impor…