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Implementing Panel-Corrected Standard Errors in R: The pcse Package

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  • Delia Bailey
  • Jonathan N. Katz

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File URL: http://www.jstatsoft.org/v42/c01/paper
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Bibliographic Info

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

Volume (Year): 42 ()
Issue (Month): c01 ()
Pages:

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Handle: RePEc:jss:jstsof:42:c01

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Web page: http://www.jstatsoft.org/

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  1. Arne Henningsen & Jeff D. Hamann, . "systemfit: A Package for Estimating Systems of Simultaneous Equations in R," Journal of Statistical Software, American Statistical Association, vol. 23(i04).
  2. Yves Croissant & Giovanni Millo, . "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, American Statistical Association, vol. 27(i02).
  3. Achim Zeileis, . "Econometric Computing with HC and HAC Covariance Matrix Estimators," Journal of Statistical Software, American Statistical Association, vol. 11(i10).
  4. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
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Cited by:
  1. Hielke Buddelmeyer & Kyle Peyton, 2013. "How Windfall Income Increases Gambling at Poker Machines," Melbourne Institute Working Paper Series wp2013n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

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