Inference with dependent data using cluster covariance estimators
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Cites work
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Economic distance and cross-country spillovers
- Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- GMM estimation with cross sectional dependence
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- 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
- Karl Peason and the chi-squared test. The dawn of statistical inference
- Longitudinal data analysis using generalized linear models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- On the central limit theorem for stationary mixing random fields
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
- PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
- Resampling methods for dependent data
- Student's \(t\)-test for Gaussian scale mixtures
- The Error in Rejection Probability of Simple Autocorrelation Robust Tests
- The impact of young workers on the aggregate labor market
Cited in
(44)- A stochastic block Ising model for multi-layer networks with inter-layer dependence
- Bootstrap inference under cross‐sectional dependence
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- Testing for sphericity in a fixed effects panel data model
- A Modified Randomization Test for the Level of Clustering
- Inference with difference-in-differences revisited
- Cluster-robust inference: a guide to empirical practice
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- Consistent Community Detection in Inter-Layer Dependent Multi-Layer Networks
- HAC estimation in spatial panels
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
- Asymptotic theory and wild bootstrap inference with clustered errors
- Placebo inference on treatment effects when the number of clusters is small
- Large panels with common factors and spatial correlation
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Inference about clustering and parametric assumptions in covariance matrix estimation
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
- Inference for spatial autoregressive models with infinite variance noises
- Some impossibility results for inference with cluster dependence with large clusters
- Fixed bandwidth inference for fractional cointegration
- Testing for the appropriate level of clustering in linear regression models
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
- Asymptotic theory for clustered samples
- Clustering, spatial correlations, and randomization inference
- Network cluster-robust inference
- Spatial correlation robust inference
- On a clustering criterion for dependent observations
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- Inference with dependent data using cluster covariance estimators
- Wild Bootstrap and Asymptotic Inference With Multiway Clustering
- Simple and trustworthy cluster-robust GMM inference
- Nonlinear kernel mode‐based regression for dependent data
- 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 and testing breaks in large dynamic panels with strong cross sectional dependence
- Robust estimation under error cross section dependence
- On a general class of long run variance estimators
- Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t -Statistic
- Inference in time series models using smoothed-clustered standard errors
- Fixed-smoothing asymptotics for time series
- Autoregressive spatial spectral estimates
- Spatial Correlation Robust Inference in Linear Regression and Panel Models
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
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