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Robus Standard Error Estimation in Fixed-Effects Panel Models

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Author Info
Gabor Kezdi (Central European University)

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Paper provided by EconWPA in its series Econometrics with number 0508018.

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Length: 30 pages
Date of creation: 25 Aug 2005
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Handle: RePEc:wpa:wuwpem:0508018

Note: Type of Document - pdf; pages: 30
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Web page: http://129.3.20.41

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Related research
Keywords: Fixed-Effects Panel Models; Serial Correlation; Robust Standard Error Estimation;

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Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Arellano, M, 1987. "Computing Robust Standard Errors for Within-Groups Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(4), pages 431-34, November.
  2. Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2002. "How Much Should We Trust Differences-in-Differences Estimates?," NBER Working Papers 8841, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May. [Downloadable!] (restricted)
  4. Bhargava, A & Franzini, L & Narendranathan, W, 1982. "Serial Correlation and the Fixed Effects Model," Review of Economic Studies, Blackwell Publishing, vol. 49(4), pages 533-49, October. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

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  3. Anupam Nanda, 2005. "Property Condition Disclosure Law: Does 'Seller Tell All' Matter in Property Values?," Working papers 2005-47, University of Connecticut, Department of Economics, revised Jul 2006. [Downloadable!]
  4. Hans G. Bloemen & Elena G. F. Stancanelli, 2007. "A Model with Endogenous Programme Participation: Evaluating the Tax Credit in France," IZA Discussion Papers 2607, Institute for the Study of Labor (IZA). [Downloadable!]
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  5. J. David Brown & John S. Earle & Almos Telegdy, 2004. "Does Privatization Raise Productivity? Evidence from Comprehensive Panel Data on Manufacturing Firms in Hungary, Romania, Russia, and Ukraine," Staff Working Papers 04-107, W.E. Upjohn Institute for Employment Research. [Downloadable!] (restricted)
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  6. John M. Clapp & Anupam Nanda & Stephen L. Ross, 2005. "Which School Attributes Matter? The Influence of School District Performance and Demographic Composition on Property Values," Working papers 2005-26, University of Connecticut, Department of Economics, revised Jan 2007. [Downloadable!]
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  7. Elena Stancanelli, 2004. "Evaluating the impact of the French tax credit programme: a difference in difference model," Documents de Travail de l'OFCE 2004-07, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
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  9. Atsushi Inoue & Gary Solon, 2005. "A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models," NBER Technical Working Papers 0310, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  10. Mitchell A. Petersen, 2005. "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers 11280, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Dahlberg, Matz & Gustavsson, Magnus, 2005. "Inequality and Crime: Separating the Effects of Permanent and Transitory Income," Working Paper Series 2005:20, Uppsala University, Department of Economics. [Downloadable!]
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  12. Pettersson Lidbom, Per, 2003. "A Test of the Rational Electoral-Cycle Hypothesis," Research Papers in Economics 2003:16, Stockholm University, Department of Economics. [Downloadable!]
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