Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Christian B. Hansen
| Year of publication: |
2007
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|---|---|
| Authors: | Hansen, Christian Bailey |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 141.2007, 2, p. 597-620
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| Subject: | Panel | Panel study | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003571330