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Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001500668
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Selection on observed and unobserved variables : assessing the effectiveness of catholic schools
Altonji, Joseph G.; Elder, Todd E.; Taber, Christopher - 2000
Persistent link: https://www.econbiz.de/10001501673
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Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - 2000
Persistent link: https://www.econbiz.de/10001503370
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Computation of the maximum rank correlation estimator
Abrevaya, Jason - In: Economics letters 62 (1999) 3, pp. 279-285
Persistent link: https://www.econbiz.de/10001398683
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When to control for covariates? : Panel-asymptotic results for estimates of treatment effects
Angrist, Joshua D.; Hahn, Jinyong - 1999
Persistent link: https://www.econbiz.de/10001462173
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de - In: Econometric theory 16 (2000) 2, pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001489979
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How much should we trust differences-in-differences estimates?
Bertrand, Marianne (contributor); Duflo, Esther (contributor) - 2001 - [Elektronische Ressource]
almost all these papers ignore the bias in the estimated standard errors that serial correlation introduces. This is …
Persistent link: https://www.econbiz.de/10001620672
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Correlation analysis of financial contagion : what one should know before running a test
Corsetti, Giancarlo; Pericoli, Marcello; Sbracia, Massimo - 2000
Persistent link: https://www.econbiz.de/10001580233
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Consistent, positive definite covariance matrix estimation of Heckman's two-step estimators
Ryu, Keunkwan - In: Journal of economic theory and econometrics : journal … 2 (1996) 2, pp. 65-75
Persistent link: https://www.econbiz.de/10001561226