Pages that link to "Item:Q738124"
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The following pages link to Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124):
Displaying 28 items.
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← 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)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- Framing and feedback in social dilemmas with partners and strangers (Q1651814) (← links)
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights (Q1669821) (← 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)
- Significance test in nonstationary logit panel model with serially correlated dependent variable (Q1782381) (← 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)
- Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
- Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators (Q2786683) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
- Challenges for Panel Financial Analysis (Q4558820) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
- Robust Inference With Multiway Clustering (Q5392702) (← links)
- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (Q5449869) (← links)
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (Q6190697) (← links)
- Standard errors for panel data models with unknown clusters (Q6199637) (← links)
- Fixed-\(b\) asymptotics for panel models with two-way clustering (Q6664618) (← links)
- Some fixed-\(b\) results for regressions with high frequency data over long spans (Q6664653) (← links)
