Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects
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More about this item
Keywords
Heteroskedasticity-robust covariance estimation; Dynamic panel data; Cluster co- variance estimator; Instrumental variable estimation;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2017-03-19 (All new papers)
- NEP-ECM-2017-03-19 (Econometrics)
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