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Spatial correlation robust inference with errors in location or distance

Conley, Timothy G.; Molinari, Francesca - In: Journal of econometrics 140 (2007) 1, pp. 76-96

Persistent link: https://www.econbiz.de/10003579950

Inference with "difference in differences" with a small number of policy changes

Conley, Timothy G.; Taber, Christopher - In: The review of economics and statistics 93 (2011) 1, pp. 113-125

Persistent link: https://www.econbiz.de/10009160724

Inference with dependent data using cluster covariance estimators

Bester, C. Alan; Conley, Timothy G.; Hansen, Christian … - In: Journal of econometrics 165 (2011) 2, pp. 137-151

Persistent link: https://www.econbiz.de/10009409702

Plausibly exogenous

Conley, Timothy G.; Hansen, Christian Bailey; Rossi, … - In: The review of economics and statistics 94 (2012) 1, pp. 260-272

Persistent link: https://www.econbiz.de/10009565351

Spatial correlation robust inference with errors in location or distance

Conley, Timothy G. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003148446

Spatial correlation robust inference with errors in location or distance

Conley, Timothy G. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003161224

Inference with "difference in differences" with a small number of policy changes

Conley, Timothy G.; Taber, Christopher - 2005

Persistent link: https://www.econbiz.de/10003030220

Bootstrapping the long run

Conley, Timothy G.; Hansen, Lars Peter; Liu, Wen-fang - In: Macroeconomic dynamics 1 (1997) 2, pp. 279-311

Persistent link: https://www.econbiz.de/10001630054

Inference with Dependent Data in Accounting and Finance Applications

Conley, Timothy G. - 2017

We review developments in conducting inference for model parameters in the presence of intertemporal and spatial dependence with an emphasis on panel data applications. We review the use of heteroscedasticity and autocorrelation consistent (HAC) standard error estimators, which include the...

Persistent link: https://www.econbiz.de/10012943978

Inference with Dependent Data in Accounting and Finance Applications

Conley, Timothy G. - 2019

We review developments in conducting inference for model parameters in the presence of intertemporal and cross‐sectional dependence with an emphasis on panel data applications. We review the use of heteroskedasticity and autocorrelation consistent (HAC) standard error estimators, which include...

Persistent link: https://www.econbiz.de/10012871991