FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683): Difference between revisions

@@ Property / cites work @@
+Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
+Normal rank
@@ Property / cites work @@
+Longitudinal data analysis using generalized linear models
+Normal rank
@@ Property / cites work @@
+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
+Normal rank
@@ Property / cites work @@
+On the asymptotic distribution of the Moran \(I\) test stastistic with applications
+Normal rank
@@ Property / cites work @@
+HAC estimation in a spatial framework
@@ Property / cites work: HAC estimation in a spatial framework / rank @@
+Normal rank
@@ Property / cites work @@
+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
+Normal rank
@@ Property / cites work @@
+A functional central limit theorem for stationary random fields
+Normal rank
@@ Property / cites work @@
+<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference
+Normal rank
@@ Property / cites work @@
+Exponential inequalities and functional central limit theorems for random fields
+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 @@
+GMM estimation with cross sectional dependence
@@ Property / cites work: GMM estimation with cross sectional dependence / rank @@
+Normal rank
@@ Property / cites work @@
+BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes
+Normal rank
@@ Property / cites work @@
+Sample functions of the Gaussian process
@@ Property / cites work: Sample functions of the Gaussian process / rank @@
+Normal rank
@@ Property / cites work @@
+How Much Should We Trust Differences-In-Differences Estimates?
+Normal rank
@@ Property / cites work @@
+On functional central limit theorem for stationary martingale random fields
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
+Normal rank