Functions for carrying out hypothesis tests on heteroskedatic/autocorrelated data.

This module is based on the work from these papers:

• Kiefer, Vogelsang, Bunzel (2000) - Simple, Robust Testing of Regression Hypotheses
• Kiefer, Vogelsang (2002) - Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel Without Truncation
• Abadir, Paruolo (2002) - Simple Robust Testing of Regression Hypotheses: A Comment
• Abadir, Paruolo (1997) - Two Mixed Normal Densities from Cointegration Analysis

The main function of interest is t_stat in main.py.