Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
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Publication:738124
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Cites work
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
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- How Much Should We Trust Differences-In-Differences Estimates?
- Inference with dependent data using cluster covariance estimators
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- Second-order correctness of the blockwise bootstrap for stationary observations
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
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Cited in
(30)- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
- Heterogeneous panel data models with cross-sectional dependence
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
- On size and power of heteroskedasticity and autocorrelation robust tests
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- Robust inference with multiway clustering
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
- Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators
- Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
- HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
- Standard errors for panel data models with unknown clusters
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
- Testing inference in heteroskedastic fixed effects models
- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Challenges for panel financial analysis
- Significance test in nonstationary logit panel model with serially correlated dependent variable
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights
- Inference in time series models using smoothed-clustered standard errors
- A heteroskedasticity-robust \(F\)-test statistic for individual effects
- Autoregressive spatial spectral estimates
- Framing and feedback in social dilemmas with partners and strangers
- A robust test for serial correlation in panel data models
- Fixed-\(b\) asymptotics for panel models with two-way clustering
- Some fixed-\(b\) results for regressions with high frequency data over long spans
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
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