Pages that link to "Item:Q5449869"
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The following pages link to Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (Q5449869):
Displaying 26 items.
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
- An algorithm to estimate the two-way fixed effects model (Q312370) (← links)
- Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← links)
- Inference with dependent data using cluster covariance estimators (Q738071) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- Does central bank financial strength really matter for inflation? The key role of the fiscal support (Q1628337) (← links)
- A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model (Q1676625) (← links)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- Design-based analysis in difference-in-differences settings with staggered adoption (Q2074611) (← links)
- Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
- Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation (Q2312968) (← links)
- Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option (Q2353849) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Statistical inference for single-index panel data models (Q2922170) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
- Data driven robust estimation methods for fixed effects panel data models (Q5083323) (← links)
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions (Q5861044) (← links)
- Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates (Q5885113) (← links)
- Capital requirements and growth in an open economy (Q6164822) (← links)
- Standard errors for panel data models with unknown clusters (Q6199637) (← links)
- HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)
- A more credible approach to parallel trends (Q6650206) (← links)
