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31
A bilinear model for heteroskedastic panel data
Cragg, John G.
-
1987
Persistent link: https://www.econbiz.de/10000741512
Saved in:
32
An analysis of labour productivity in wholesaling : using panel data and allowing for
heteroskedasticity
Dalen, J. van
;
Koerts, Johan
;
Thurik, Adriaan R.
-
1989
Persistent link: https://www.econbiz.de/10000133015
Saved in:
33
Conditional
heteroskedasticity
and cross-sectional dependence in panel data : an empirical study of inflation uncertainty in the G7 countries
Cermeño, Rodolfo
;
Grier, Kevin
-
2005
Persistent link: https://www.econbiz.de/10003328870
Saved in:
34
Heteroskedasticity
-robust standard errors for fixed effects panel data regression
Stock, James H.
;
Watson, Mark W.
-
2006
Persistent link: https://www.econbiz.de/10003340022
Saved in:
35
Conditional
heteroskedasticity
and cross-sectional dependence in panel data : an empirical study of inflation uncertainty in the G7 countries
Cermeño, Rodolfo
;
Grier, Kevin
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 259-277)
.
2006
Persistent link: https://www.econbiz.de/10003331441
Saved in:
36
Unit root testing in heteroskedastic panels using the Cauchy estimator
Demetrescu, Matei
;
Hanck, Christoph
-
2010
-
Preliminary version: February 27, 2010
Persistent link: https://www.econbiz.de/10008904998
Saved in:
37
Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício
-
2007
Persistent link: https://www.econbiz.de/10003583088
Saved in:
38
Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Hansen, Christian Bailey
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 597-620
Persistent link: https://www.econbiz.de/10003571330
Saved in:
39
Enhanced routines for instrumental variables/GMM estimation and testing
Baum, Christopher F.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003535653
Saved in:
40
A
heteroskedasticity
-robust F-test statistic for individual effects
Orme, Chris D.
;
Yamagata, Takashi
-
2011
Persistent link: https://www.econbiz.de/10009373418
Saved in:
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