Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence (Q5193253)
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scientific article; zbMATH DE number 7102875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence |
scientific article; zbMATH DE number 7102875 |
Statements
Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence (English)
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10 September 2019
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adaptive estimator
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HCCME
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leverage points
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panel data model
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power of test
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size distortion
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