Simple and trustworthy cluster-robust GMM inference
type: Item
instance of: scholarly article
title: Simple and trustworthy cluster-robust GMM inference
zbMATH Open document ID: 1471.62531
author: Jungbin Hwang
published in: Journal of Econometrics
publication date: 2021-05-04T00:00:00Z
full work available at URL: 2017-19.pdf
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7343300
zbMATH Keywords: two-step GMM
zbMATH Keywords: heteroskedasticity and autocorrelation robust
zbMATH Keywords: clustered dependence
zbMATH Keywords: \(t\) distribution
zbMATH Keywords: \(F\) distribution
describes a project that uses: xtabond2
MaRDI profile type: Publication
OpenAlex ID: W3122546488
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DOI: 10.1016/J.JECONOM.2020.07.048
description: scientific article; zbMATH DE number 7343300