Pages that link to "Item:Q2448412"

The following pages link to Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412):

Displaying 16 items.

• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
• Autoregressive spatial spectral estimates (Q1706446) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
• Determining individual or time effects in panel data models (Q2295800) (← links)
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data (Q6620936) (← links)
• Comment (Q6623207) (← links)