Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
Year of publication: |
2006-06
|
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Authors: | Stock, James H. ; Watson, Mark W. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | TWP published as Stock, James H. and Mark W. Watson. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression." Econometrica 76, 1 (2008): 155-174. Number 0323 |
Classification: | C23 - Models with Panel Data ; C12 - Hypothesis Testing |
Source: |
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