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A Note on the Efficiency of Sandwich Covariance Matrix Estimation


  • Kauermann G.
  • Carroll R.J.


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  • Kauermann G. & Carroll R.J., 2001. "A Note on the Efficiency of Sandwich Covariance Matrix Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1387-1396, December.
  • Handle: RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1387-1396

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    References listed on IDEAS

    1. Delgado, Miguel A. & Rodriguez-Poo, Juan M. & Wolf, Michael, 2001. "Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator," Economics Letters, Elsevier, vol. 73(2), pages 241-250, November.
    2. G. Hommel, 1986. "Multiple test procedures for arbitrary dependence structures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 33(1), pages 321-336, December.
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    Cited by:

    1. Nauro F. Campos & Dean Jolliffe, 2002. "After, Before and During: Returns to Education in the Hungarian Transition," William Davidson Institute Working Papers Series 475, William Davidson Institute at the University of Michigan.
    2. Boris Branisa & Maria Ziegler, 2010. "Reexamining the link between gender and corruption: The role of social institutions," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 24, Courant Research Centre PEG.
    3. Boris Branisa & Stephan Klasen & Maria Ziegler, 2009. "Why we should all care about social institutions related to gender inequality," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 15, Courant Research Centre PEG.
    4. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 107, University of California, Davis, Department of Economics.
    5. Dale W. R. Rosenthal, 2012. "Modeling Trade Direction," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 390-415, 2012 04.
    6. Dale Poirier, 2008. "Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap," Working Papers 080905, University of California-Irvine, Department of Economics.
    7. Fried, Roland & Kuhls, Silvia & Molina, Isabel, 2006. "Analyzing Associations in Multivariate Binary Time Series," Technical Reports 2006,18, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

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