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~subject:"Heteroskedasticity and autocorrelation robust variance"
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Heteroskedasticity and autocorrelation robust variance
Estimation theory
24
Schätztheorie
24
cluster-robust variance estimator
23
CRVE
22
wild cluster bootstrap
22
Cluster analysis
20
Clusteranalyse
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clustered data
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Regional cluster
19
Regionales Cluster
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Bootstrap approach
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Bootstrap-Verfahren
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robust inference
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grouped data
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Induktive Statistik
12
Statistical inference
12
Clustered data
10
wild bootstrap
8
Robust statistics
6
Robustes Verfahren
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inference
6
Heteroscedasticity
5
Heteroskedastizität
5
Statistical test
5
Statistischer Test
5
Theorie
5
Theory
5
Cluster-robust variance estimator
4
Edgeworth expansion
4
Robust inference
4
Wild cluster bootstrap
4
jackknife
4
Correlation
3
Grouped data
3
Korrelation
3
Regression analysis
3
Regressionsanalyse
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Robust variance estimation
3
Robust variance estimators
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Sun, Yixiao
3
Martínez-Iriarte, Julián
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Wang, Xuexin
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Kim, Min Seong
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Yang, Jingjing
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University of California, San Diego / Department of Economics
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Journal of econometrics
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Asymptotic F tests under possibly weak identi cation
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
-
University of California, San Diego / Department of …
-
2019
-
This version: March 9, 2019
Persistent link: https://www.econbiz.de/10011987354
Saved in:
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Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
3
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
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