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Citations for "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression"

by James H. Stock & Mark W. Watson

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  1. James Andreoni & A. Abigail Payne, 2010. "Is Crowding Out Due Entirely to Fundraising? Evidence from a Panel of Charities," Department of Economics Working Papers 2010-08, McMaster University.
  2. Akbar Ullah & Ejaz Ghani & Attiya Javed, 2013. "Market Power and Industrial Performance in Pakistan," Working Papers id:5334, eSocialSciences.
  3. Mikko Packalen & Tony Wirjanto, 2010. "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers 1012, University of Waterloo, Department of Economics, revised Nov 2010.
  4. Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Papers wuwp173, Vienna University of Economics and Business, Department of Economics.
  5. Mechtel, Mario & Potrafke, Niklas, 2013. "Electoral cycles in active labor market policies," Munich Reprints in Economics 19249, University of Munich, Department of Economics.
  6. Florian Flachenecker, 2015. "Sustainability, Resource Efficiency and Competitiveness. An Assessment of Resource Efficiency Policies in the European Union," Bruges European Economic Research Papers 32, European Economic Studies Department, College of Europe.
  7. André Hajek, 2013. "Life Satisfaction and Unemployment: The Role of Voluntariness and Job Prospects," SOEPpapers on Multidisciplinary Panel Data Research 601, DIW Berlin, The German Socio-Economic Panel (SOEP).
  8. Gabriel J. Felbermayr & Jasmin Gröschl, 2011. "Natural Disasters and the Effect of Trade on Income: A New Panel IV Approach," CESifo Working Paper Series 3541, CESifo Group Munich.
  9. Chris Forman & Avi Goldfarb & Shane Greenstein, 2009. "The Internet and Local Wages: Convergence or Divergence?," NBER Working Papers 14750, National Bureau of Economic Research, Inc.
  10. Brech, Viktor & Potrafke, Niklas, 2013. "Donor ideology and types of foreign aid," Munich Reprints in Economics 20229, University of Munich, Department of Economics.
  11. Guido W. Imbens & Michal Kolesar, 2012. "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers 18478, National Bureau of Economic Research, Inc.
  12. Lücke, Matthias & Stöhr, Tobias, 2015. "Heterogeneous Immigrants and Foreign Direct Investment: The Role of Language Skills," IZA Discussion Papers 9419, Institute for the Study of Labor (IZA).
  13. Christian Bjørnskov & Niklas Potrafke, 2013. "The Size and Scope of Government in the US States: Does Party Ideology Matter?," CESifo Working Paper Series 4246, CESifo Group Munich.
  14. A Salim, Ruhu & Mahfuz Kabir, Mohammad, 2011. "Does More Trade Potential Remain in Arab States of the Gulf ?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 217-243.
  15. Andrew J. Epstein & Sean Nicholson & David A. Asch, 2013. "The Production of and Market for New Physicians' Skill," NBER Working Papers 18678, National Bureau of Economic Research, Inc.
  16. Eichler, Stefan, 2014. "The political determinants of sovereign bond yield spreads," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 82-103.
  17. Jordan I. Siegel & Barbara Zepp Larson, 2009. "Labor Market Institutions and Global Strategic Adaptation: Evidence from Lincoln Electric," Management Science, INFORMS, vol. 55(9), pages 1527-1546, September.
  18. Niklas Potrafke & Markus Reischmann, 2012. "Fiscal Equalization Schemes and Fiscal Sustainability," CESifo Working Paper Series 3948, CESifo Group Munich.
  19. Mario Jametti & Marcelin Joanis, 2010. "Determinants of fiscal decentralization: political economy aspects," Working Papers 2010/7, Institut d'Economia de Barcelona (IEB).
  20. Reischmann, Markus, 2016. "Creative accounting and electoral motives: Evidence from OECD countries," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 243-257.
  21. Björn Kauder & Niklas Potrafke, 2013. "Government Ideology and Tuition Fee Policy: Evidence from the German States," CESifo Working Paper Series 4205, CESifo Group Munich.
  22. Lee Stapleton & Steve Sorrell & Tim Schwanen, 2015. "Estimating Direct Rebound Effects for Personal Automotive Travel in Great Britain," SPRU Working Paper Series 2015-08, SPRU - Science and Technology Policy Research, University of Sussex.
  23. Justina A. V. Fischer & Alfonso Sousa-Poza, 2008. "Does Job Satisfaction Improve the Health of Workers?: New Evidence Using Panel Data and Objective Measures of Health," SOEPpapers on Multidisciplinary Panel Data Research 76, DIW Berlin, The German Socio-Economic Panel (SOEP).
  24. Austin Nichols, 2007. "Review of An Introduction to Modern Econometrics Using Stata by Baum," Stata Journal, StataCorp LP, vol. 7(1), pages 131-136, February.
  25. Karlsson, Martin & Nilsson, Therese & Pichler, Stefan, 2014. "The impact of the 1918 Spanish flu epidemic on economic performance in Sweden," Journal of Health Economics, Elsevier, vol. 36(C), pages 1-19.
  26. Stephanie Meinhard & Niklas Potrafke, 2012. "The Globalization–Welfare State Nexus Reconsidered," Review of International Economics, Wiley Blackwell, vol. 20(2), pages 271-287, 05.
  27. Oliver Lerbs, 2011. "Is there a link between homeownership and unemployment? Evidence from German regional data," International Economics and Economic Policy, Springer, vol. 8(4), pages 407-426, December.
  28. Park Ki. Young, 2012. "Interstate Banking Deregulation and Bank Loan Commitments," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-29, March.
  29. Chandra, Piyush & Long, Cheryl, 2013. "VAT rebates and export performance in China: Firm-level evidence," Journal of Public Economics, Elsevier, vol. 102(C), pages 13-22.
  30. Nizalova, Olena Y. & Vyshnya, Maria, 2009. "Evaluation of the Impact of the Mother and Infant Health Project in Ukraine," IZA Discussion Papers 4593, Institute for the Study of Labor (IZA).
  31. Brülhart, Marius & Gruber, Jonathan & Krapf, Matthias & Schmidheiny, Kurt, 2016. "Taxing Wealth: Evidence from Switzerland," CEPR Discussion Papers 11342, C.E.P.R. Discussion Papers.
  32. Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2014. "Firm-level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach," Center for Policy Research Working Papers 175, Center for Policy Research, Maxwell School, Syracuse University.
  33. Saxon, Nicholas & Tosun, Mehmet S. & Yang, Jingjing, 2015. "State and Local Sales Taxes and Business Activity in the United States," IZA Discussion Papers 9413, Institute for the Study of Labor (IZA).
  34. Kukla-Acevedo, Sharon & Heflin, Colleen M., 2014. "Unemployment insurance effects on child academic outcomes: Results from the National Longitudinal Survey of Youth," Children and Youth Services Review, Elsevier, vol. 47(P3), pages 246-252.
  35. Mark Foley & Fred Smith, 2013. "The Rise (and Fall) of the Arena Football League," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(4), pages 439-450, December.
  36. Grassi, Davide & Memoli, Vincenzo, 2016. "Political Determinants of State Capacity in Latin America," World Development, Elsevier, vol. 88(C), pages 94-106.
  37. Carlos Bozzoli & Tilman Brück & Thorsten Drautzburg & Simon Sottsas, 2008. "Economic Costs of Mass Violent Conflicts: Final Report for the Small Arms Survey, Geneva, Switzerland," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 42, number pbk42.
  38. Braakmann, Nils & Wagner, Joachim, 2009. "Labor Market Adjustments after a Large Import Shock: Evidence from the German Clothing Industry and the Multi-Fibre Arrangement," IZA Discussion Papers 4633, Institute for the Study of Labor (IZA).
  39. Rahel Aichele & Gabriel Felbermayr, 2013. "The Effect of the Kyoto Protocol on Carbon Emissions," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 32(4), pages 731-757, 09.
  40. Jasmin Katrin Gröschl, 2013. "Gravity Model Applications and Macroeconomic Perspectives," ifo Beiträge zur Wirtschaftsforschung, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 48, March.
  41. Andreas Rathgeber & David Rudolph & Stefan Stöckl, 2015. "Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option," Review of Derivatives Research, Springer, vol. 18(2), pages 107-143, July.
  42. Banker, Rajiv D. & Byzalov, Dmitri & Chen, Lei (Tony), 2013. "Employment protection legislation, adjustment costs and cross-country differences in cost behavior," Journal of Accounting and Economics, Elsevier, vol. 55(1), pages 111-127.
  43. Niklas Potrafke, 2012. "Political cycles and economic performance in OECD countries: empirical evidence from 1951–2006," Public Choice, Springer, vol. 150(1), pages 155-179, January.
  44. Islam, Asif & López, Ramón, 2011. "Fiscal spending for economic growth in the presence of imperfect markets," CEPR Discussion Papers 8709, C.E.P.R. Discussion Papers.
  45. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 106, University of California, Davis, Department of Economics.
  46. Rahel Aichele, 2013. "Trade, Climate Policy and Carbon Leakage - Theory and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 49, March.
  47. Kremer, Stephanie & Nautz, Dieter, 2013. "Causes and consequences of short-term institutional herding," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1676-1686.
  48. Simona Gamba, 2016. "The effect of Intellectual Property Rights on domestic innovation in the pharmaceutical sector," FBK-IRVAPP Working Papers 2016-05, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
  49. Michael Klien, 2014. "Corporatization and the Behavior of Public Firms: How Shifting Control Rights Affects Political Interference in Water Prices," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 44(4), pages 393-422, June.
  50. Uchôa, Carlos F.A. & Cribari-Neto, Francisco & Menezes, Tatiane A., 2014. "Testing inference in heteroskedastic fixed effects models," European Journal of Operational Research, Elsevier, vol. 235(3), pages 660-670.
  51. Andrew J. Epstein & Sean Nicholson & David A. Asch, 2016. "The Production of and Market for New Physicians’ Skill," American Journal of Health Economics, MIT Press, vol. 2(1), pages 41-65, January.
  52. Paz, Lourenco, 2012. "The effect of trade liberalization on payroll tax evasion and labor informality," MPRA Paper 39545, University Library of Munich, Germany.
  53. Altunok, Fatih & Mitchell, Karlyn & Pearce, Douglas, 2015. "The trade credit channel and monetary policy transmission: empirical evidence from U.S. panel data," MPRA Paper 66273, University Library of Munich, Germany.
  54. Anselm Mattes & Philipp Meinen & Ferdinand Pavel, 2012. "Goods Follow Bytes: The Impact of ICT on EU Trade," Discussion Papers of DIW Berlin 1182, DIW Berlin, German Institute for Economic Research.
  55. Henderson, J. Vernon & Roberts, Mark & Storeygard, Adam, 2013. "Is urbanization in Sub-Saharan Africa different ?," Policy Research Working Paper Series 6481, The World Bank.
  56. Vakulenko, Elena & Mkrtchyan , Nikita & Furmanov, Kirill, 2011. "Modeling registered migration flows between regions of the Russian Federation," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 21(1), pages 35-55.
  57. Emanuele, Canegrati, 2008. "Analysis of Intergenerational Inequality: the Role of Public Expenditure and Taxation," MPRA Paper 10926, University Library of Munich, Germany.
  58. Becker, Julia-Maria, 2014. "The Impact of the Crisis of 2008 on Women`s and Men`s Income in Mexico," MPRA Paper 57964, University Library of Munich, Germany.
  59. Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus, September.
  60. Horwitz, Jill R. & Nichols, Austin, 2009. "Hospital ownership and medical services: Market mix, spillover effects, and nonprofit objectives," Journal of Health Economics, Elsevier, vol. 28(5), pages 924-937, September.
  61. Marina Riem, 2016. "Corporate investment decisions under political uncertainty," Ifo Working Paper Series Ifo Working Paper No. 221, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  62. David H. Howard & Yu-Chu Shen, 2011. "Comparative Effectiveness Research, COURAGE, and Technological Abandonment," NBER Working Papers 17371, National Bureau of Economic Research, Inc.
  63. Mechtel, Mario & Potrafke, Niklas, 2009. "Political Cycles in Active Labor Market Policies," MPRA Paper 22780, University Library of Munich, Germany, revised May 2010.
  64. Claustre Bajona & David L. Kelly, 2005. "Trade and the Environment with Pre-existing Subsidies: A Dynamic General Equilibrium Analysis," Working Papers 0603, University of Miami, Department of Economics, revised 01 Mar 2006.
  65. Drautzburg, Thorsten & Melnykovska, Inna & Schweickert, Rainer, 2008. "Which membership matters? External vs. internal determinants of institutional change in transition countries," Kiel Working Papers 1421, Kiel Institute for the World Economy (IfW).
  66. Niklas Potrafke & Markus Reischmann, 2014. "Fiscal Transfers and Fiscal Sustainability," CESifo Working Paper Series 4716, CESifo Group Munich.
  67. Infante, L. & Piazza, M., 2014. "Political connections and preferential lending at local level: Some evidence from the Italian credit market," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 246-262.
  68. Kim, Dohyung & Yörük, Barış K., 2015. "The impact of restaurant smoking bans on dining out expenditures: Evidence from panel data," Journal of Urban Economics, Elsevier, vol. 88(C), pages 38-49.
  69. Belke, Ansgar & Bordon, Ingo G. & Melnykovska, Inna & Schweickert, Rainer, 2009. "Prospective membership and institutional change in transition countries," Kiel Working Papers 1562, Kiel Institute for the World Economy (IfW).
  70. Zieba Marta & O’Hagan John, 2013. "Demand for Live Orchestral Music – The Case of German Kulturorchester," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(2), pages 225-245, April.
  71. Azémar, Céline & Desbordes, Rodolphe & Wooton, Ian, 2015. "Country Size and Corporate Tax Rate : Rationale and Empirics," Discussion paper series HIAS-E-11, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  72. Dimitris Malliaropulos & Petros M. Migiakis, 2016. "The re-pricing of sovereign risks following the global financial crisis," Working Papers 210, Bank of Greece.
  73. Kézdi, Gábor & Mátyás, László & Balázsi, László & Divényi, János Károly, 2014. "A közgazdasági adatforradalom és a panelökonometria
    [The revolution in economic data and panel econometrics]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1319-1340.
  74. Eichler, Stefan & Maltritz, Dominik, 2013. "The term structure of sovereign default risk in EMU member countries and its determinants," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1810-1816.
  75. E. Vakulenko & N. Mkrtchyan & K. Furmanov, 2011. "Econometric Analysis Of Internal Migration In Russia," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 7(2), pages 21-33.
  76. Gurgul, Henryk & Lach, Łukasz, 2014. "Globalization and economic growth: Evidence from two decades of transition in CEE," MPRA Paper 52231, University Library of Munich, Germany.
  77. Kieron Barclay & Martin Hällsten & Mikko Myrskylä, 2016. "Birth order and college major in Sweden," MPIDR Working Papers WP-2016-008, Max Planck Institute for Demographic Research, Rostock, Germany.
  78. Hu, Jianhua & You, Jinhong & Zhou, Xian, 2017. "Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 96-111.
  79. Kenneth Couch & Christopher Tamborini & Gayle Reznik, 2015. "The Long-Term Health Implications of Marital Disruption: Divorce, Work Limits, and Social Security Disability Benefits Among Men," Demography, Springer;Population Association of America (PAA), vol. 52(5), pages 1487-1512, October.
  80. Croissant, Yves & Millo, Giovanni, 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i02).
  81. Israel Marques & Eugenia Nazrullaeva & Andrei Yakovlev, 2011. "From Competition to Dominance: Political Determinations of Federal Transfers in Russian Federation," HSE Working papers WP BRP 12/EC/2011, National Research University Higher School of Economics.
  82. Jill R. Horwitz & Austin Nichols, 2007. "What Do Nonprofits Maximize? Nonprofit Hospital Service Provision and Market Ownership Mix," NBER Working Papers 13246, National Bureau of Economic Research, Inc.
  83. Randall Akee & Emilia Simeonova & E. Jane Costello & William Copeland, 2015. "How Does Household Income Affect Child Personality Traits and Behaviors?," NBER Working Papers 21562, National Bureau of Economic Research, Inc.
  84. Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus, 2014. "Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios," Discussion Papers 07/2014, Deutsche Bundesbank, Research Centre.
  85. Chirok Han & Hyoungjong Kim, 2017. "Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects," Discussion Paper Series 1703, Institute of Economic Research, Korea University.
  86. Onali, Enrico & Ginesti, Gianluca, 2015. "Sins of Omission in Value Relevance Empirical Studies," MPRA Paper 64265, University Library of Munich, Germany.
  87. Huang, Wei & Wright, Brian, 2015. "Analyst earnings forecast under complex corporate ownership in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 69-84.
  88. Niklas Potrafke & Markus Reischmann, 2016. "How to Handle the Crisis in Greece? Empirical Evidence Based on a Survey of Economics Experts," CESifo Working Paper Series 5860, CESifo Group Munich.
  89. Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B., 2011. "Inference with dependent data using cluster covariance estimators," Journal of Econometrics, Elsevier, vol. 165(2), pages 137-151.
  90. Siegel, Jordan I. & Licht, Amir N. & Schwartz, Shalom H., 2011. "Egalitarianism and international investment," Journal of Financial Economics, Elsevier, vol. 102(3), pages 621-642.
  91. Anbarci, Nejat & Boyd III, John & Floehr, Eric & Lee, Jungmin & Song, Joon Jin, 2011. "Population and income sensitivity of private and public weather forecasting," Regional Science and Urban Economics, Elsevier, vol. 41(2), pages 124-133, March.
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