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...

The problem of the estimation of the design-variance and the design-MSE of different estimators and predictors is considered. Bootstrap algorithms applicable to complex sampling designs are used. A generalisation of the bootstrap procedure studied by Quatember (2014) is proposed. In most of the...