Simple and trustworthy cluster-robust GMM inference
Year of publication: |
August 2017
|
---|---|
Authors: | Hwang, Jungbin |
Publisher: |
Storrs, CT : University of Connecticut, Department of Economics |
Subject: | Two-step GMM | Heteroskedasticity and Autocorrelation Robust | Clustered Dependence | t distribution | F distribution | Theorie | Theory | Momentenmethode | Method of moments | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity | Statistische Verteilung | Statistical distribution | Induktive Statistik | Statistical inference |
-
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin, (2021)
-
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin, (2017)
-
Asymptotic F test in a GMM framework with cross sectional dependence
Sun, Yixiao, (2012)
- More ...
-
Effect of Anthem Protests on NFL Attendance
Harmon, Oskar R., (2023)
-
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin, (2023)
-
Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin, (2016)
- More ...