Heteroskedasticity-Robust Inference in Finite Samples
Year of publication: |
2011-12
|
---|---|
Authors: | Hausman, Jerry A. ; Palmer, Christopher J. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | TWP published as Economics Letters, Volume 116, Issue 2, August 2012, Pages 232-235 Number 17698 |
Classification: | C01 - Econometrics ; C12 - Hypothesis Testing |
Source: |
-
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
Lahiri, Kajal, (2015)
-
¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
Herrera Gómez, Marcos, (2011)
-
Structural Breaks - An Instrumental Variable Approach
Conniffe, Denis, (2011)
- More ...
-
Finite sample bias corrected IV estimation for weak and many instruments
Harding, Matthew C., (2016)
-
Errors in the dependent variable of quantile regression models
Hausman, Jerry A., (2019)
-
Finite sample bias corrected IV estimation for weak and many instruments
Harding, Matthew C., (2015)
- More ...