A computational trick for delta-method standard errors

DOI10.1016/j.econlet.2004.07.022zbMath1255.62376OpenAlexW2093852982MaRDI QIDQ1927771

Jeffrey M. Wooldridge, Leslie E. Papke

Publication date: 2 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.07.022

zbMATH Keywords

nonlinear functionsasymptotic standard errorsrobust standard errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items (1)

Assessing the Precision of Turning Point Estimates in Polynomial Regression Functions

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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