Pages that link to "Item:Q2448412"
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The following pages link to Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412):
Displayed 11 items.
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)