Simple and trustworthy cluster-robust GMM inference (Q2024463)
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scientific article; zbMATH DE number 7343300
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| English | Simple and trustworthy cluster-robust GMM inference |
scientific article; zbMATH DE number 7343300 |
Statements
Simple and trustworthy cluster-robust GMM inference (English)
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4 May 2021
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two-step GMM
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heteroskedasticity and autocorrelation robust
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clustered dependence
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\(t\) distribution
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\(F\) distribution
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0.8188872933387756
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0.7983977198600769
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0.7938093543052673
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0.7855551242828369
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0.7853423357009888
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