Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects
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More about this item
KeywordsHeteroskedasticity-robust covariance estimation; Dynamic panel data; Cluster co- variance estimator; Instrumental variable estimation;
- 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
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