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We provide distributions of commonly used test statistics under \u201cfixed-<jats:italic>b<\/jats:italic>\u201d asymptotics, in which HAC smoothing parameters are proportional to the sample size. Under this sequence, spatial HAC estimators are not consistent but converge to nondegenerate limiting random variables that depend on the HAC smoothing parameters, the HAC kernel, and the shape of the spatial region in which the data are located. We illustrate the performance of the \u201cfixed-<jats:italic>b<\/jats:italic>\u201d approximation in the spatial context through a simulation example.<\/jats:p>","DOI":"10.1017\/s0266466614000814","type":"journal-article","created":{"date-parts":[[2014,11,19]],"date-time":"2014-11-19T06:41:09Z","timestamp":1416379269000},"page":"154-186","source":"Crossref","is-referenced-by-count":35,"title":["FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS"],"prefix":"10.1017","volume":"32","author":[{"given":"C. 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