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):
Displayed 17 items.
- 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)
- Does central bank financial strength really matter for inflation? The key role of the fiscal support (Q1628337) (← 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)
- 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)
- 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)
- 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)