@article{Phillips2007, title = {Long run variance estimation and robust regression testing using sharp origin kernels with no truncation}, author = {Peter C. B. Phillips and Yixiao Sun and Sainan Jin}, day = {01}, journal = {Journal of Statistical Planning and Inference}, month = {Mar}, number = {3}, pages = {985--1023}, url = {http://www.sciencedirect.com/science/article/B6V0M-4KHBYFP-2/1/f49c6a578217e988bb984c4d7a3b7362}, volume = {137}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/2d41323e2336aebef8f268f72a7be1705/smicha}, keywords = {Heteroscedasticity and autocorrelation consistent error standard } }