Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
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Other versions of this item:
- Stock, James H. & Watson, Mark, 2008. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Scholarly Articles 28461843, Harvard University Department of Economics.
- James H. Stock & Mark W. Watson, 2006. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," NBER Technical Working Papers 0323, National Bureau of Economic Research, Inc.
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JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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