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Robust tests for heteroskedasticity in the one-way error components model
Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: Journal of econometrics 160 (2011) 2, pp. 300-310
Persistent link: https://www.econbiz.de/10009242254
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Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J. - In: Journal of econometrics 166 (2012) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10009511326
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Testing for heteroskedasticity in fixed effects models
Juhl, Ted; Sosa Escudero, Walter - In: Journal of econometrics 178 (2014) 1, pp. 484-494
Persistent link: https://www.econbiz.de/10010256920
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Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Hansen, Christian Bailey - In: Journal of econometrics 141 (2007) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10003571330
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Botosaru, Irene; Sasaki, Yuya - In: Journal of econometrics 203 (2018) 2, pp. 283-296
Persistent link: https://www.econbiz.de/10011974674
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Consistent estimation of linear panel data models with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: Journal of econometrics 200 (2017) 2, pp. 169-180
Persistent link: https://www.econbiz.de/10011917166
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Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan; Liao, Yuan - In: Journal of econometrics 200 (2017) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
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A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G.; Orme, Chris D.; Yamagata, Takashi - In: Journal of econometrics 198 (2017) 2, pp. 209-230
Persistent link: https://www.econbiz.de/10011818781
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Inference on trending panel data
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 206 (2018) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10012110387