Simple and trustworthy cluster-robust GMM inference
Year of publication: |
2021
|
---|---|
Authors: | Hwang, Jungbin |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 2, p. 993-1023
|
Subject: | Clustered dependence | distribution | Heteroskedasticity and autocorrelation robust | Two-step GMM | Theorie | Theory | Momentenmethode | Method of moments | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
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