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We complement the theory developed in Preinerstorfer and P\"otscher (2016)with further finite sample results on size and power of heteroskedasticity andautocorrelation robust tests. These allows us, in particular, to show that thesufficient conditions for the existence of size-controlling critical valuesrecently obtained in P\"otscher and Preinerstorfer (2018) are often alsonecessary. We furthermore apply the results obtained to tests for hypotheses ondeterministic trends in stationary time series regressions, and find that manytests currently used are strongly size-distorted.

Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing