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Citations for "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties"

by MacKinnon, James G. & White, Halbert

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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.):
  1. Maria da Conceição Sampaio de Sousa & Francisco Cribari Neto & Borko Stosic, 2003. "Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: the case of Public Services in Brazilian Municipalities," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] d55, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  2. Giulio Bottazzi & Angelo Secchi & Federico Tamagni, 2006. "Financial Fragility and Growth Dynamics of Italian Business Firms," LEM Papers Series 2006/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  3. William Easterly & Michael Kremer & Lant Pritchett & Lawrence H. Summers, 1993. "Good Policy or Good Luck? Country Growth Performance and Temporary Shocks," NBER Working Papers 4474, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2007. "Bootstrap-Based Improvements for Inference with Clustered Errors," NBER Technical Working Papers 0344, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Symeonidis, George, 1999. "Price Competition and Market Structure: The Impact of Cartel Policy on Concentration in the UK," CEPR Discussion Papers 2308, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  6. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1997. "The demand for broad money in the United Kingdom, 1878-1993," International Finance Discussion Papers 596, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  7. Vatcharin Sirimaneetham, 2006. "Explaining policy volatility in developing countries," Bristol Economics Discussion Papers 06/583, Department of Economics, University of Bristol, UK. [Downloadable!]
  8. Jens Krueger & Uwe Cantner & Horst Hanusch, 1998. "Explaining International Productivity Differences," Discussion Paper Series 179, Universitaet Augsburg, Institute for Economics. [Downloadable!]
  9. Iván Fernández-Val & Francis Vella, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," IZA Discussion Papers 2690, Institute for the Study of Labor (IZA). [Downloadable!]
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  10. Fabio Panetta & Roberto Violi, 1999. "Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data over the Last Century," Temi di discussione (Economic working papers) 353, Bank of Italy, Economic Research Department. [Downloadable!]
  11. Angelo Baglioni, 2008. "Shareholders' agreements and voting power. Evidence from Italian listed firms," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0081, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE). [Downloadable!]
  12. Marius BRÜLHART & Federico TRIONFETTI, 1999. "Home-Biased Demand and International Specialisation : A Test of Trade Theories," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9918, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
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  13. Miravete, Eugenio J, 2000. "Estimating Demand for Local Telephone Service with Asymmetric Information and Optional Calling Plans," CEPR Discussion Papers 2635, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  14. Gonçalves, Sílvia & Kilian, Lutz, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank, Research Centre. [Downloadable!]
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  15. Bruno Larue & Joshua Mutunga, 1993. "The Gravity Equation, Market Size, And Black Market Exchange Rates," International Economic Journal, Korean International Economic Association, vol. 7(2), pages 61-76, June. [Downloadable!] (restricted)
  16. LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne (1982-2003). [Downloadable!]
  17. Emmanuel Flachaire, 2002. "Bootstrapping heteroskedasticity consistent covariance matrix estimator," Post-Print halshs-00175897_v1, HAL. [Downloadable!]
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  18. Michael Cameron & Steven Lim, 2005. "Migration, Household Composition and Child Welfare in Rural Northeast Thailand," Working Papers in Economics 05/05, University of Waikato, Department of Economics. [Downloadable!]
  19. Neil R. Ericsson & James G. MacKinnon, 1999. "Distributions of error correction tests for cointegration," International Finance Discussion Papers 655, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  20. John Y. Campbell, 1987. "Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week," NBER Working Papers 1806, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  21. Neil R. Ericsson & Sunil Sharma, 1996. "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers 559, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  22. Pui Sun Tam & University of Macau, 2006. "Breaking trend panel unit root tests," Computing in Economics and Finance 2006 341, Society for Computational Economics. [Downloadable!]
  23. José María Arranz & Carlos García-Serrano, . "¿Qué Ha Sucedido Con La Estabilidad Del Empleo En España?. Un Análisis Desagregado Con Datos De La Epa: 1987-2003(*)," Working Papers 4-04 Classification-JEL :, Instituto de Estudios Fiscales. [Downloadable!]
  24. Tyler Patterson & David Levinson, 2008. "Lexus Lanes or Corolla Lanes? Spatial Use and Equity Patterns on the I-394 MnPASS Lanes," Working Papers 200802, University of Minnesota: Nexus Research Group. [Downloadable!]
  25. Bernard Fortin & Guy Lacroix & Claude Montmarquette, 1997. "Are Underground Workers More Likely To Be Underground Consumers?," CIRANO Working Papers 97s-28, CIRANO. [Downloadable!]
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  26. Jonathan Temple, 1995. "Testing the augmented Solow Model," Economics Papers 18 & 106., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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  27. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003. "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, vol. 93(1), pages 324-343, March. [Downloadable!] (restricted)
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  28. Matti Virén, 2000. "Modelling Crime and Punishment," VATT Discussion Papers 244, Government Institute for Economic Research (VATT). [Downloadable!]
  29. Miravete, Eugenio J, 2004. "Are all those Calling Plans Really Necessary? The Limited Gains From Complex Tariffs," CEPR Discussion Papers 4237, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  30. Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  31. Cheng Hsiao & Siyan Wang, 2006. "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers 06.55, Institute of Economic Policy Research (IEPR). [Downloadable!]
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  32. José María Arranz, . "La Seguridad Del Empleo En España: Evidencia Con Datos De La Epa (1987-2003)," Working Papers 5-04 Classification-JEL :, Instituto de Estudios Fiscales. [Downloadable!]
  33. Angrist, Joshua & Lavy, Victor, 2002. "The Effect of High School Matriculation Awards: Evidence from Randomized Trials," CEPR Discussion Papers 3827, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  34. Russell Davidson & James G. MacKinnon, 1990. "Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments," Working Papers 781, Queen's University, Department of Economics. [Downloadable!]
  35. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996. [Downloadable!]
  36. Steven Saeger, 1997. "Globalization and deindustrialization: Myth and reality in the OECD," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(4), pages 579-608, December. [Downloadable!] (restricted)
  37. James G. MacKinnon, 1988. "Heteroskedasticity-robust tests for structural change," Working Papers 717, Queen's University, Department of Economics. [Downloadable!]
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  38. Jaeger, David A. & Stevens, Ann Huff, 1999. "Is Job Stability in the United States Falling?," IZA Discussion Papers 35, Institute for the Study of Labor (IZA). [Downloadable!]
  39. Emmanuel Flachaire, 1999. "A better way to bootstrap pairs," Post-Print halshs-00175892_v1, HAL. [Downloadable!]
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  40. Malkamäki, Markku, 1999. "Are there Economies of Scale in Stock Exchange Activities?," Research Discussion Papers 4/1999, Bank of Finland. [Downloadable!]
  41. Alan Martina, 2007. "A Class of Poverty Traps: A Theory and Empirical Tests," ANUCBE School of Economics Working Papers 2007-482, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
  42. Richard A. March, 2002. "A review of SORITEC for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 85-90. [Downloadable!]
  43. Janet Currie, 1989. "Wages and Arbitrator Behavior," UCLA Economics Working Papers 562, UCLA Department of Economics. [Downloadable!]
  44. Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Post-Print halshs-00175905_v1, HAL. [Downloadable!]
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  45. John Bound & Harry J. Holzer, 1996. "Demand Shifts, Population Adjustments, and Labor Market Outcomes during the 1980s," NBER Working Papers 5685, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  46. Gordon de Brouwer & Neil R Ericsson, 1995. "Modelling Inflation in Australia," RBA Research Discussion Papers rdp9510, Reserve Bank of Australia. [Downloadable!]
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  47. Binyam Solomon, 2005. "The demand for Canadian defence expenditures," Defence and Peace Economics, Taylor and Francis Journals, vol. 16(3), pages 171-189, June. [Downloadable!] (restricted)
  48. Pritchett, Lant & Summers, Lawrence H., 1993. "Wealthier is healthier," Policy Research Working Paper Series 1150, The World Bank. [Downloadable!]
  49. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, . "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  50. Tae-Hwan Kim & Halbert White, 2002. "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series 2002-09, Department of Economics, UC San Diego. [Downloadable!]
  51. Angrist, Joshua D. & Lavy, Victor, 2004. "The Effect of High Stakes High School Achievement Awards: Evidence from a School-Centered Randomized Trial," IZA Discussion Papers 1146, Institute for the Study of Labor (IZA). [Downloadable!]
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This page was last updated on 2008-8-7.

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