Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174)
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scientific article; zbMATH DE number 6586826
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| English | Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large |
scientific article; zbMATH DE number 6586826 |
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Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (English)
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27 May 2016
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panel
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heteroskedasticity
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autocorrelation
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robust
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covariance matrix
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0.8100661039352417
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0.8031275868415833
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0.8002473711967468
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0.7935373187065125
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