A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions

DOI10.1016/j.jeconom.2019.02.003zbMath1452.62659OpenAlexW2920027818MaRDI QIDQ2000831

Yixiao Sun, Cheng Liu

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.02.003

zbMATH Keywords

basis functionsfixed-smoothing asymptotics\(t\) testStudent's \(t\) distributiondifference-in-differencesheteroscedasticity and autocorrelation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation ⋮ Asymptotic F tests under possibly weak identification

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