Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
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Publication:289174
DOI10.1016/j.jeconom.2006.10.009zbMath1418.62461OpenAlexW2037081303MaRDI QIDQ289174
Publication date: 27 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.10.009
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Uses Software
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