Pages that link to "Item:Q289174"

The following pages link to Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174):

Displaying 39 items.

• Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
• A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
• Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
• Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
• Robust estimation under error cross section dependence (Q529792) (← links)
• Inference with dependent data using cluster covariance estimators (Q738071) (← links)
• Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
• Grouped effects estimators in fixed effects models (Q894647) (← links)
• Asymptotic theory for clustered samples (Q2000827) (← links)
• A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
• Estimation of heterogeneous panels with systematic slope variations (Q2224984) (← links)
• Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
• Asymptotic theory and wild bootstrap inference with clustered errors (Q2330727) (← links)
• Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• Cluster-robust inference: a guide to empirical practice (Q2682950) (← links)
• FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683) (← links)
• Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap (Q3007556) (← links)
• Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
• ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• Alternative diff-in-diffs estimators with several pretreatment periods (Q5860928) (← links)
• Group structure detection for a high‐dimensional panel data model (Q6059399) (← links)
• Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
• What is a standard error? (And how should we compute it?) (Q6090601) (← links)
• Standard errors for panel data models with unknown clusters (Q6199637) (← links)
• Bayesian estimation of cluster covariance matrices of unknown form (Q6554209) (← links)
• Wild Bootstrap and Asymptotic Inference With Multiway Clustering (Q6617774) (← links)
• Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models (Q6623218) (← links)
• Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust <i>t</i> -Statistic (Q6634897) (← links)
• A more credible approach to parallel trends (Q6650206) (← links)
• Fixed-\(b\) asymptotics for panel models with two-way clustering (Q6664618) (← links)