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ArticleInference with dependent data using cluster covariance estimators

C. Alan Bester2011

Article2011

Inference with dependent data using cluster covariance estimators

C. Alan Bester · Timothy G. Conley · Christian Hansen

258 citations·0/0 files stored·Journal of Econometrics

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Spatial and Panel Data Analysis Statistical Methods and Inference Advanced Statistical Methods and Models

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1999GMM estimation with cross sectional dependence 1999A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 1987PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators *2003Cluster-Sample Methods in Applied Econometrics 2004Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models 1998Do Asset Fire Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions

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Year2011

Typearticle

Published2011-03-07

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations258

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.1016/j.jeconom.2011.01.007

openalex_workW2128362579

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