PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within-groups Estimators*
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.1987.mp49004006.x/fullpdf
Reference7 articles.
1. ‘Multivariate Regression Models for Panel Data’;Chamberlain;Journal of Econometrics,1982
2. ‘More Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form’;Cragg;Econometrica,1983
3. ‘Panel Data and Unobservable Individual Effects’;Hausman;Econometrica,1981
4. ‘Estimation of Fixed Effect Models for Time Series of Cross-Sections with Arbitrary Intertemporal Covariance’;Kiefer;Journal of Econometrics,1980
5. Newey , W. K. 1986 ‘Efficient Estimation of Models with Conditional Moment Restrictions’
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