We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife variance estimator on a transformed space of the regressors and residuals using orthonormal trigonometric basis functions. We prove the...

We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife variance estimator on a transformed space of the regressors and residuals using orthonormal trigonometric basis functions. We prove the...

Heterogenität von Umweltbedingungen gilt als einer der wichtigsten Faktoren für die Verteilung von Artenreichtum weltweit. Laut der Habitatheterogenität-Hypothese bieten räumlich heterogenere Gebiete eine höhere Vielfalt an Umweltparametern und weisen mehr Refugien und Möglichkeiten zur...

We derive the limiting distribution of the Oaxaca estimator of average treatment effects studied by Kline (2011). A consistent estimator of the asymptotic variance is proposed that makes use of standard regression routines. It is shown that ignoring uncertainty in group means will tend to lead...