Difference in difference meets generalized least squares: higher order properties of hypotheses tests
DOI10.1016/J.JECONOM.2008.04.003zbMATH Open1418.62464OpenAlexW1981980159MaRDI QIDQ295397FDOQ295397
Guido Kuersteiner, Jerry Hausman
Publication date: 13 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.04.003
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Cites Work
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- Biases in Dynamic Models with Fixed Effects
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Specification Tests in Econometrics
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- How Much Should We Trust Differences-In-Differences Estimates?
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- Approximate Power Functions for Some Robust Tests of Regression Coefficients
- Random group effects and the precision of regression estimates
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- The commutation matrix: Some properties and applications
- Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
- Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
- Approximate Normality of Generalized Least Squares Estimates
Cited In (5)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions
- Heteroskedasticity-robust inference in finite samples
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends
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