Pages that link to "Item:Q529792"
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The following pages link to Robust estimation under error cross section dependence (Q529792):
Displaying 9 items.
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
- Equilibrated residual error estimates are \(p\)-robust (Q1008916) (← links)
- Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
- Inference on modelling cross-sectional dependence for a varying-coefficient model (Q1670140) (← links)
- Mean group estimation in presence of weakly cross-correlated estimators (Q1714093) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- Robustness of Zero Crossing Estimator (Q5237532) (← links)
- (Q5322322) (← links)
- Application of M-Estimators to Cross-Section Effect Models (Q5697367) (← links)