Standard errors for panel data models with unknown clusters
Jushan Bai, Sung Hoon Choi, Yuan Liao
| Year of publication: |
2024
|
|---|---|
| Authors: | Bai, Jushan ; Choi, Sung Hoon ; Liao, Yuan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 240.2024, 2, Art.-No. 105004, p. 1-15
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| Subject: | Clustered standard errors | Cross-sectional correlation | Heteroskedasticity | Panel data | Serial correlation | Thresholding | Panel | Panel study | Korrelation | Correlation | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Clusteranalyse | Cluster analysis | Regionales Cluster | Regional cluster | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075111