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

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+Testing for heteroskedasticity and serial correlation in a random effects panel data model
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+How Much Should We Trust Differences-In-Differences Estimates?
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+Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
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+The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors
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+Robust tests for heteroskedasticity in the one-way error components model
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+Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Maximum Likelihood Estimation of Misspecified Models
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+On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
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