Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 62F10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6048211
@@ Property / zbMATH DE Number: 6048211 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+covariance matrix estimator
@@ Property / zbMATH Keywords: covariance matrix estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cluster-robust
@@ Property / zbMATH Keywords: cluster-robust / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heteroskedasticity-robust
@@ Property / zbMATH Keywords: heteroskedasticity-robust / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+power
@@ Property / zbMATH Keywords: power / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+size
@@ Property / zbMATH Keywords: size / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finite samples
@@ Property / zbMATH Keywords: finite samples / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2011.06.034
+Normal rank
@@ Property / OpenAlex ID @@
+W2001655697
@@ Property / OpenAlex ID: W2001655697 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for heteroskedasticity and serial correlation in a random effects panel data model
+Normal rank
@@ Property / cites work @@
+How Much Should We Trust Differences-In-Differences Estimates?
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
+Normal rank
@@ Property / cites work @@
+The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors
+Normal rank
@@ Property / cites work @@
+Robust tests for heteroskedasticity in the one-way error components model
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
+Normal rank
@@ Property / cites work @@
+On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:429607