An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation

DOI10.1016/J.ECONLET.2016.06.022MaRDI QIDQ1670204zbMATH OpenOpenAlexFDO

Authors Gabriel Montes-Rojas

Publication date 5 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://openaccess.city.ac.uk/id/eprint/15068/1/EL39358_revised.pdf

zbMATH Keywords

clustersmicroeconometricsaggregate variablesMoulton factor

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20)

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Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Econometric analysis of cross section and panel data.
• Longitudinal data analysis using generalized linear models
• Mostly harmless econometrics. An empiricist's companion.
• Random group effects and the precision of regression estimates

Cited in

(1)

• Testing for serial correlation in hierarchical linear models

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