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Citations for "Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data"

by Froot, Kenneth A.

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  1. Nigel Driffield & Sarmistha Pal, 2008. "Evolution of Capital Strcture in East Asia: Corporate Inertia or Endeavours?," CEDI Discussion Paper Series 08-04, Centre for Economic Development and Institutions(CEDI), Brunel University.
  2. repec:hal:journl:halshs-00609625 is not listed on IDEAS
  3. Whitney Witt & Kristin Litzelman & Carmen Mandic & Lauren Wisk & John Hampton & Paul Creswell & Carissa Gottlieb & Ronald Gangnon, 2011. "Healthcare-Related Financial Burden Among Families in the U.S.: The Role of Childhood Activity Limitations and Income," Journal of Family and Economic Issues, Springer, vol. 32(2), pages 308-326, June.
  4. Berman, Nicolas & Héricourt, Jérôme, 2010. "Financial factors and the margins of trade: Evidence from cross-country firm-level data," Journal of Development Economics, Elsevier, vol. 93(2), pages 206-217, November.
  5. Daniel Benjamin & James Choi & A. Strickland, 2008. "Social Identity and Preferences," Yale School of Management Working Papers amz2634, Yale School of Management.
  6. Kenneth A. Froot & Jessica D. Tjornhom, 2002. "Decomposing the Persistence of International Equity Flows," NBER Working Papers 9079, National Bureau of Economic Research, Inc.
  7. Zand, Fardad & Van Beers, Cees & Van Leeuwen, George, 2011. "Information technology, organizational change and firm productivity: A panel study of complementarity effects and clustering patterns in Manufacturing and Services," MPRA Paper 46469, University Library of Munich, Germany.
  8. Richard Dietrich, J. & Harris, Mary S. & MullerIII, Karl A., 2000. "The reliability of investment property fair value estimates," Journal of Accounting and Economics, Elsevier, vol. 30(2), pages 125-158, October.
  9. Cassette, Aurélie & Farvaque, Etienne & Héricourt, Jérôme, 2011. "Two-round elections, one-round determinants? Evidence from the French municipal elections," MPRA Paper 34675, University Library of Munich, Germany.
  10. Joel Slemrod & Thor Olav Thoresen & Erlend Eide Bø, 2013. "Taxes on the Internet: Deterrence Effects of Public Disclosure," CESifo Working Paper Series 4107, CESifo Group Munich.
  11. Silvester van Koten & Andreas Ortmann, 2012. "Structural versus Behavioral Remedies in the Deregulation of Electricity Markets: An Experimental Investigation Guided by Theory and Policy Concerns," Discussion Papers 2012-36, School of Economics, The University of New South Wales.
  12. Meuleman, Miguel & Wright, Mike, 2011. "Cross-border private equity syndication: Institutional context and learning," Journal of Business Venturing, Elsevier, vol. 26(1), pages 35-48, January.
  13. Jérôme Héricourt & Sandra Poncet, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," CESifo Working Paper Series 4303, CESifo Group Munich.
  14. Henisz, Witold J. & Zelner, Bennet A., 2006. "Interest Groups, Veto Points, and Electricity Infrastructure Deployment," International Organization, Cambridge University Press, vol. 60(01), pages 263-286, January.
  15. Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen, 2011. "Mergers and acquisitions in the global food processing industry in 1986-2006," Food Policy, Elsevier, vol. 36(4), pages 466-479, August.
  16. Martin Halla & Friedrich Schneider & Alexander Wagner, 2013. "Satisfaction with democracy and collective action problems: the case of the environment," Public Choice, Springer, vol. 155(1), pages 109-137, April.
  17. David Y. Albouy, 2012. "The Colonial Origins of Comparative Development: An Empirical Investigation: Comment," American Economic Review, American Economic Association, vol. 102(6), pages 3059-76, October.
  18. Vaaler, Paul M. & Schrage, Burkhard N., 2007. "Residual State Factors, Policy Stability and Financial Performance Following Strategic Decisions by Privatizing Telecoms," Working Papers 07-0102, University of Illinois at Urbana-Champaign, College of Business.
  19. Driscoll, John & Kraay, Aart, 1995. "Spatial correlations in panel data," Policy Research Working Paper Series 1553, The World Bank.
  20. Fischer, Paul E. & Gramlich, Jeffrey D. & Miller, Brian P. & White, Hal D., 2009. "Investor perceptions of board performance: Evidence from uncontested director elections," Journal of Accounting and Economics, Elsevier, vol. 48(2-3), pages 172-189, December.
  21. Utz Weitzel & Sjors Berns, 2006. "Cross-border takeovers, corruption, and related aspects of governance," Journal of International Business Studies, Palgrave Macmillan, vol. 37(6), pages 786-806, November.
  22. Silvester van Koten & Andreas Ortmann, 2007. "The Unbundling Regime for Electricity Utilities in the EU: A Case of Legislative and Regulatory Capture?," CERGE-EI Working Papers wp328, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  23. João Pinto & Manuel Marques & William Megginson, 2013. "A Comparative Analysis Of Ex Ante Credit Spreads: Structured Finance Versus Straight Debt Finance," Working Papers de Economia (Economics Working Papers) 05, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto).
  24. Kathy R. Petroni & Douglas A. Shackelford, 1998. "Managing Annual Accounting Reports to Avoid State Taxes: An Analysis of Property-Casualty Insurers," NBER Working Papers 6590, National Bureau of Economic Research, Inc.
  25. Moy, Ronald L. & Lee, Ahyee & Chen, Thomas P., 1997. "Multivariate tests of the capm under heteroskedasticity: A note," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 431-439.
  26. Tsai, Alexander C. & Bangsberg, David R. & Frongillo, Edward A. & Hunt, Peter W. & Muzoora, Conrad & Martin, Jeffrey N. & Weiser, Sheri D., 2012. "Food insecurity, depression and the modifying role of social support among people living with HIV/AIDS in rural Uganda," Social Science & Medicine, Elsevier, vol. 74(12), pages 2012-2019.
  27. Mueller, Dennis C. & Peev, Evgeni, 2007. "Corporate governance and investment in Central and Eastern Europe," Journal of Comparative Economics, Elsevier, vol. 35(2), pages 414-437, June.
  28. Malmendier, Ulrike & Shanthikumar, Devin, 2007. "Are small investors naive about incentives?," Journal of Financial Economics, Elsevier, vol. 85(2), pages 457-489, August.
  29. Behr, Patrick & Entzian, Annekathrin & Güttler, Andre, 2011. "How do lending relationships affect access to credit and loan conditions in microlending?," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2169-2178, August.
  30. Silvester van Koten, 2014. "Do Emission Trading Schemes Facilitate Efficient Abatement Investments? An Experimental Study," CERGE-EI Working Papers wp503, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  31. David Dorn & Alfonso Sousa-Poza, 2005. "Early Retirement: Free Choice or Forced Decision," CESifo Working Paper Series 1542, CESifo Group Munich.
  32. Alex Y. Chen & José Escarce, 2007. "Family Structure and the Treatment of Childhood Asthma," NBER Working Papers 13461, National Bureau of Economic Research, Inc.
  33. repec:hal:cesptp:halshs-00609625 is not listed on IDEAS
  34. Kenneth A. Froot & Tarun Ramadorai, 2001. "The Information Content of International Portfolio Flows," NBER Working Papers 8472, National Bureau of Economic Research, Inc.
  35. Héricourt, Jérôme & Poncet, Sandra, 2009. "FDI and credit constraints: Firm-level evidence from China," Economic Systems, Elsevier, vol. 33(1), pages 1-21, March.
  36. Cassette, Aurélie & Farvaque, Etienne, 2014. "Are elections debt brakes? Evidence from French municipalities," Economics Letters, Elsevier, vol. 122(2), pages 314-316.
  37. Daniel J. Benjamin & James J. Choi & Geoffrey W. Fisher, 2010. "Religious Identity and Economic Behavior," NBER Working Papers 15925, National Bureau of Economic Research, Inc.
  38. David Dorn & Alfonso Sousa-Poza, 2010. "'Voluntary' and 'involuntary' early retirement: an international analysis," Applied Economics, Taylor & Francis Journals, vol. 42(4), pages 427-438.
  39. Froot, Kenneth A. & Tjornhom Donohue, Jessica, 2002. "The persistence of emerging market equity flows," Emerging Markets Review, Elsevier, vol. 3(4), pages 338-364, December.
  40. repec:hal:cesptp:hal-00988194 is not listed on IDEAS
  41. James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers 1268, Queen's University, Department of Economics.
  42. Jeffrey Milyo & David M. Primo & Matthew L. Jacobsmeier, 2006. "Estimating the Impact of State Policies and Institutions with Mixed-Level Data," Working Papers 0603, Department of Economics, University of Missouri.
  43. Beck, Thorsten & Behr, Patrick & Güttler, Andre, 2009. "Gender and Banking: Are Women Better Loan Officers?," CEPR Discussion Papers 7409, C.E.P.R. Discussion Papers.
  44. Van Houtven, George & Powers, John & Pattanayak, Subhrendu K., 2007. "Valuing water quality improvements in the United States using meta-analysis: Is the glass half-full or half-empty for national policy analysis?," Resource and Energy Economics, Elsevier, vol. 29(3), pages 206-228, September.
  45. Saffi, Pedro, 2008. "Differences of opinion, information and the timing of trades," IESE Research Papers D/747, IESE Business School.
  46. Frazis, Harley & Loewenstein, Mark A., 2003. "Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables," Journal of Econometrics, Elsevier, vol. 117(1), pages 151-178, November.
  47. Konstantin M. Wacker, 2011. "The Impact of Foreign Direct Investment on Developing Countries’ Terms of Trade," Working Paper Series UNU-WIDER Working Paper W, World Institute for Development Economic Research (UNU-WIDER).
  48. Jézabel Couppey-Soubeyran & Jérôme Héricourt, 2011. "The relationship between trade credit, bank credit and financial structure: from firm-level non-linearities to financial development heterogeneity. A study on MENA firm-level data," Documents de travail du Centre d'Economie de la Sorbonne 11008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  49. Samuel Lucas, 2014. "An inconvenient dataset: bias and inappropriate inference with the multilevel model," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1619-1649, May.
  50. Tsai, Alexander C. & Bangsberg, David R. & Emenyonu, Nneka & Senkungu, Jude K. & Martin, Jeffrey N. & Weiser, Sheri D., 2011. "The social context of food insecurity among persons living with HIV/AIDS in rural Uganda," Social Science & Medicine, Elsevier, vol. 73(12), pages 1717-1724.
  51. Behr, Patrick & Norden, Lars & Noth, Felix, 2013. "Financial constraints of private firms and bank lending behavior," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3472-3485.
  52. Oskenbayev, Yessengali & Yilmaz, Mesut & Abdulla, Kanat, 2013. "Resource concentration, institutional quality and the natural resource curse," Economic Systems, Elsevier, vol. 37(2), pages 254-270.