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t-Statistic Based Correlation and Heterogeneity Robust Inference

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  • Ibragimov, Rustam
  • Müller, Ulrich K.
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.08046
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    Bibliographic Info

    Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

    Volume (Year): 28 (2010)
    Issue (Month): 4 ()
    Pages: 453-468

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    Handle: RePEc:bes:jnlbes:v:28:i:4:y:2010:p:453-468

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    Cited by:
    1. Pesaran, M. Hashem & Tosetti, Elisa, 2011. "Large panels with common factors and spatial correlation," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
    2. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 106, University of California, Davis, Department of Economics.
    3. Min Seong Kim & Yixiao Sun, 2011. "Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects," Working Papers 029, Ryerson University, Department of Economics.

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