Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models
From MaRDI portal
Publication:6623218
DOI10.1080/07350015.2016.1247004zbMATH Open1547.62891MaRDI QIDQ6623218FDOQ6623218
Authors:
Publication date: 23 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- Mostly harmless econometrics. An empiricist's companion.
- Longitudinal data analysis using generalized linear models
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- Econometric analysis of cross section and panel data.
- How Much Should We Trust Differences-In-Differences Estimates?
- A solution to the multivariate behrens-fisher problem
- A Covariance Estimator for GEE with Improved Small‐Sample Properties
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- Approximate F-tests of multiple degree of freedom hypotheses in generalized least squares analyses of unbalanced split-plot experiments
- Estimating multi-way error components models with unbalanced data structures.
- Improving the brown-forsythe solution to the generalized behrens-fisher problem
- Regression discontinuity inference with specification error
- Robust inference with multiway clustering
- Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
- Linear algebra and matrix analysis for statistics
- An approximate degrees of freedom test for heteroscedastic two-way ANOVA
- On the testing of correlated effects with panel data
- Title not available (Why is that?)
Cited In (2)
This page was built for publication: Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6623218)
