Simple and trustworthy cluster-robust GMM inference (Q2024463)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple and trustworthy cluster-robust GMM inference |
scientific article |
Statements
Simple and trustworthy cluster-robust GMM inference (English)
0 references
4 May 2021
0 references
two-step GMM
0 references
heteroskedasticity and autocorrelation robust
0 references
clustered dependence
0 references
\(t\) distribution
0 references
\(F\) distribution
0 references
0 references
0 references
0 references
0 references
