Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large |
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Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (English)
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27 May 2016
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panel
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heteroskedasticity
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autocorrelation
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robust
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covariance matrix
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