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Testing for correlation in error-component models
Jochmans, Koen - 2019
Persistent link: https://www.econbiz.de/10012692618
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Testing correlation in error-component models
Jochmans, Koen - 2019 - This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
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A portmanteau test for correlation in short panels
Jochmans, Koen - 2018
Persistent link: https://www.econbiz.de/10012672305
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Testing random assignment to peer groups
Jochmans, Koen - 2021 - This version: April 11, 2021
Persistent link: https://www.econbiz.de/10013201698
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Heteroskedasticity-robust inference in linear regression models with many covariates
Jochmans, Koen - 2020
Persistent link: https://www.econbiz.de/10013203213
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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2019
Persistent link: https://www.econbiz.de/10012699011
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twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen; Verardi, Vincenzo - 2019
Persistent link: https://www.econbiz.de/10012699242
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xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen; Verardi, Vincenzo - 2019
Persistent link: https://www.econbiz.de/10012699244
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Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2019
Persistent link: https://www.econbiz.de/10012703101
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Likelihood corrections for two-way models
Jochmans, Koen; Otsu, Taisuke - 2018
Persistent link: https://www.econbiz.de/10012671073