Fixed-b asymptotics for panel models with two-way clustering
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Publication:6664618
DOI10.1016/J.JECONOM.2024.105831MaRDI QIDQ6664618FDOQ6664618
Authors: Kaicheng Chen, Timothy J. Vogelsang
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
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- HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
- The Size‐Power Tradeoff in HAR Inference
- Wild Bootstrap and Asymptotic Inference With Multiway Clustering
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