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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~accessRights:"free"
~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~subject:"Heteroscedasticity"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cahier / Départment de Sciences Économiques, Université de Montréal
Working papers / University of Connecticut, Department of Economics
Cowles Foundation discussion paper
5
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A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
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2
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
-
2020
Persistent link: https://www.econbiz.de/10012214073
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3
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
-
2017
Persistent link: https://www.econbiz.de/10011785481
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4
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Dufour, Jean-Marie
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002652755
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