Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+How Much Should We Trust Differences-In-Differences Estimates?
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+FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
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+Inference with dependent data using cluster covariance estimators
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+Robust Inference With Multiway Clustering
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+A new semiparametric spatial model for panel time series
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+GMM estimation with cross sectional dependence
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+Economic distance and cross-country spillovers
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+THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
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+Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
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+<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference
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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+HAC estimation in a spatial framework
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Simple Robust Testing of Regression Hypotheses
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+Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
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+Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
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+Q3605139
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+The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Consistent Estimates Based on Partially Consistent Observations
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+HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
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+Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
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+Simple and powerful GMM over-identification tests with accurate size
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+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
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+Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
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