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type_genre:"Arbeitspapier"
type_genre:"Working Paper"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Correlation"
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941318
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2
Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001489979
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3
When to control for covariates? : Panel-asymptotic results for estimates of treatment effects
Angrist, Joshua D.
;
Hahn, Jinyong
-
1999
Persistent link: https://www.econbiz.de/10001462173
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4
Apractitioners guide to robust covariance matrix estimation
Den Haan, Wouter J.
-
1996
Persistent link: https://www.econbiz.de/10013453510
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