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A Note on the Efficiency of Sandwich Covariance Matrix Estimation

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  • Kauermann G.
  • Carroll R.J.
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    Bibliographic Info

    Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

    Volume (Year): 96 (2001)
    Issue (Month): (December)
    Pages: 1387-1396

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    Handle: RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1387-1396

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    Cited by:
    1. Nauro F. Campos & Dean Jolliffe, 2002. "After, Before and During: Returns to Education in the Hungarian Transition," William Davidson Institute Working Papers Series 475, William Davidson Institute at the University of Michigan.
    2. Branisa, Boris & Ziegler, Maria, 2011. "Reexamining the link between gender and corruption: The role of social institutions," Proceedings of the German Development Economics Conference, Berlin 2011 15, Verein für Socialpolitik, Research Committee Development Economics.
    3. Dale W. R. Rosenthal, 2012. "Modeling Trade Direction," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 390-415, 2012 04.
    4. Branisa, Boris & Klasen, Stephan & Ziegler, Maria, 2010. "Why we should all care about social institutions related to gender inequality," Proceedings of the German Development Economics Conference, Hannover 2010 50, Verein für Socialpolitik, Research Committee Development Economics.
    5. Colin Cameron, 2011. "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011 07, Stata Users Group.
    6. Dale Poirier, 2008. "Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap," Working Papers 080905, University of California-Irvine, Department of Economics.
    7. Fried, Roland & Kuhls, Silvia & Molina, Isabel, 2006. "Analyzing Associations in Multivariate Binary Time Series," Technical Reports 2006,18, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

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