% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/fixedb.R
\name{htdv_fixedb}
\alias{htdv_fixedb}
\title{Fixed-Bandwidth HAR Inference (Kiefer-Vogelsang 2005)}
\usage{
htdv_fixedb(
  x,
  theta0 = 0,
  B = 0.1,
  kernel = c("bartlett", "parzen", "qs"),
  sims = 5000L,
  alpha = 0.05
)
}
\arguments{
\item{x}{Numeric vector.}

\item{theta0}{Null value for the mean (default 0).}

\item{B}{Fixed bandwidth fraction in (0, 1].}

\item{kernel}{Kernel choice (see \code{\link{htdv_lrv}}).}

\item{sims}{Number of Monte Carlo draws for the critical-value simulation.}

\item{alpha}{Significance level.}
}
\value{
A list with \code{statistic}, \code{critical_value}, \code{p_value},
  \code{reject}, \code{bandwidth}, and \code{kernel}.
}
\description{
Fixed-b HAR Wald test where the bandwidth is a fixed fraction of the sample
size. Critical values are obtained by simulation from the asymptotic
functional distribution.
}
\examples{
set.seed(1)
x <- arima.sim(model = list(ar = 0.5), n = 200, rand.gen = rnorm)
htdv_fixedb(as.numeric(x), theta0 = 0, B = 0.2, sims = 1000)$p_value

}
\references{
Kiefer, N.M., & Vogelsang, T.J. (2005). A New Asymptotic Theory for
Heteroskedasticity-Autocorrelation Robust Tests. Econometric Theory
21(6): 1130-1164.
}
