NCTF with N = 100, l = 2 and k = 10; TTF with N = 100, l = 2 and k = 10; NCTF with N = 100, l = 2 and k = 20; TTF with N = 100, l = 2 and k = 20; NCTF with N = 100, l = 2 and k = 40; TTF with N = 100,
"Robust standard errors" are used in a vast array of scholarship to correct standard errors for model misspecification. However, when misspecification is bad enough to make classical and robust standa
Specifying complex time series models typically allows for a wide range of plausible analysis strategies. However, researchers typically perform and report only a single, preferred analysis while igno
