Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
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Other versions of this item:
- James H. Stock & Mark W. Watson, 2008. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Econometrica, Econometric Society, vol. 76(1), pages 155-174, January.
- Stock, James H. & Watson, Mark, 2008. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Scholarly Articles 28461843, Harvard University Department of Economics.
More about this item
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2006-07-02 (Econometrics)
- NEP-ETS-2006-07-02 (Econometric Time Series)
- NEP-ICT-2006-07-02 (Information & Communication Technologies)
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