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  • Search: subject:"Robust variance estimators"
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Subject
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Robust variance estimators 3 Estimation theory 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Correlation 1 Correlation between the regressors and factor loadings 1 Degrees of freedom correction 1 Dependence 1 Dyadic data 1 Hausman-type test 1 Induktive Statistik 1 Korrelation 1 Panel 1 Panel data model with interactive effects 1 Panel study 1 Potential outcomes 1 Randomized experiments 1 Regression 1 Statistical inference 1 Statistical test 1 Statistischer Test 1 t-test. 1
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Undetermined 2 Free 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Aronow, Peter M. 1 Kapetanios, George 1 Samii, Cyrus 1 Serlenga, Laura 1 Shin, Yongcheol 1 Tabord-Meehan, Max 1
Published in...
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Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Statistics & Probability Letters 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
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Inference with dyadic data : asymptotic behavior of the dyadic-robust t-statistic
Tabord-Meehan, Max - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 671-680
Persistent link: https://www.econbiz.de/10012179005
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On equivalencies between design-based and regression-based variance estimators for randomized experiments
Samii, Cyrus; Aronow, Peter M. - In: Statistics & Probability Letters 82 (2012) 2, pp. 365-370
This paper demonstrates that the randomization-based “Neyman” and constant-effects estimators for the variance of estimated average treatment effects are equivalent to a variant of the White “heteroskedasticity-robust” estimator and the homoskedastic ordinary least squares (OLS)...
Persistent link: https://www.econbiz.de/10011039946
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