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  • Search: subject:"F-approximation"
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Year of publication
Subject
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F-approximation 5 Adaptiveness 4 Increasing-smoothing asymptotics 4 Optimal bandwidth 4 Spatiotemporal dependence 4 Fixed-smoothing asymptotics 3 HAC estimator 2 Panel 2 Panel HAC estimator 2 Panel data 2 Panel study 2 Robust inference 2 Robust statistics 2 Robustes Verfahren 2 Statistical test 2 Statistischer Test 2 Box-test 1 Estimation theory 1 Fixed effects 2SLS 1 Fixed smoothing asymptotics 1 Fixed-effects 2SLS 1 Schätztheorie 1 homogeneity of covariance matrices 1
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Online availability
All
Free 2 Undetermined 2
Type of publication
All
Article 3 Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3 Undetermined 2
Author
All
Kim, Min Seong 4 Sun, Yixiao 4 Foerster, Friedrich 1 Stemmler, Gerhard 1
Institution
All
Department of Economics, Ryerson University 1
Published in...
All
Journal of Econometrics 1 Journal of econometrics 1 Psychometrika 1 Working Papers / Department of Economics, Ryerson University 1 Working papers / Ryerson University, Department of Economics 1
Source
All
RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects
Kim, Min Seong; Sun, Yixiao - Department of Economics, Ryerson University - 2011
the validity of a convenient F-approximation to this distribution. For bandwidth selection, we employ and optimize a …
Persistent link: https://www.econbiz.de/10009322600
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Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong; Sun, Yixiao - 2011
Persistent link: https://www.econbiz.de/10009427845
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Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong; Sun, Yixiao - In: Journal of Econometrics 177 (2013) 1, pp. 85-108
This paper studies robust inference for linear panel models with fixed effects in the presence of heteroskedasticity and spatiotemporal dependence of unknown forms. We propose a bivariate kernel covariance estimator that nests existing estimators as special cases. Our estimator improves upon...
Persistent link: https://www.econbiz.de/10010703141
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Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 177 (2013) 1, pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
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When can we trust theF-approximation of the box-test?
Foerster, Friedrich; Stemmler, Gerhard - In: Psychometrika 55 (1990) 4, pp. 727-728
Persistent link: https://www.econbiz.de/10005757978
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