Inference with dependent data using cluster covariance estimators
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- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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- Fixed-b asymptotics for spatially dependent robust nonparametric covariance matrix estimators
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- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
- How Much Should We Trust Differences-In-Differences Estimates?
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
- Inference with dependent data using cluster covariance estimators
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Cited in
(50)- Autoregressive spatial spectral estimates
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
- HAC estimation in spatial panels
- Inference for spatial autoregressive models with infinite variance noises
- Asymptotic theory for clustered samples
- Inference on difference-in-differences average treatment effects: a fixed-b approach
- Simple and trustworthy cluster-robust GMM inference
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- Inference in time series models using smoothed-clustered standard errors
- Randomization inference for difference-in-differences with few treated clusters
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Inference with difference-in-differences revisited
- Asymptotic theory and wild bootstrap inference with clustered errors
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- On a general class of long run variance estimators
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
- Cluster-robust inference: a guide to empirical practice
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
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- Some impossibility results for inference with cluster dependence with large clusters
- Testing for the appropriate level of clustering in linear regression models
- Spatial Correlation Robust Inference in Linear Regression and Panel Models
- Nonlinear kernel mode‐based regression for dependent data
- Spatial correlation robust inference
- Network cluster-robust inference
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- A stochastic block Ising model for multi-layer networks with inter-layer dependence
- Wild Bootstrap and Asymptotic Inference With Multiway Clustering
- A Modified Randomization Test for the Level of Clustering
- Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t -Statistic
- Consistent Community Detection in Inter-Layer Dependent Multi-Layer Networks
- Inference with a single treated cluster
- A network formation model based on subgraphs
- Inference on quantile processes with a finite number of clusters
- Nonlinear modal regression for dependent data with application for predicting COVID-19
- Robust IV inference with clustering dependence
- Many covariate and cluster robust estimation and inference
- Inference with dependent data using cluster covariance estimators
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
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