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THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
14 references·4 citing·50 second hop
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References

  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1999GMM estimation with cross sectional dependence2,683 cited
  • 2009Panel Data Models With Interactive Fixed Effects1,685 cited
  • 1987PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators *1,449 cited
  • 2003The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators652 cited
  • 2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression609 cited
  • 2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large477 cited
  • 2005Cross-Section Regression with Common Shocks381 cited
  • 2004Robust Standard Error Estimation in Fixed-Effects Panel Models347 cited
  • 1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes341 cited
  • 2006Asymptotic properties of a robust variance matrix estimator for panel data when is large292 cited
  • 2011Inference with dependent data using cluster covariance estimators258 cited
  • 2011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS210 cited

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  • 2012Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel78 cited
  • 2022Measuring Under- and Overreaction in Expectation Formation36 cited
  • 2016Income and Democracy: A Smooth Varying Coefficient Redux10 cited
  • 2021Price Setting and Volatility: Evidence from Oil Price Volatility Shocks10 cited