Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
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Publication:5449869
DOI10.1111/j.0012-9682.2008.00821.xzbMath1132.62102MaRDI QIDQ5449869
Mark W. Watson, James H. Stock
Publication date: 19 March 2008
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/t0323.pdf
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62J99: Linear inference, regression
65C05: Monte Carlo methods
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