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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. 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.
  2. Lücke, Matthias & Stöhr, Tobias, 2015. "Heterogeneous Immigrants and Foreign Direct Investment: The Role of Language Skills," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113191, Verein für Socialpolitik / German Economic Association.
  3. 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.
  4. 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).
  5. Niklas Potrafke & Markus Reischmann, 2014. "Fiscal Transfers and Fiscal Sustainability," CESifo Working Paper Series 4716, CESifo Group Munich.
  6. Kick, Thomas & Onali, Enrico & Ruprecht, Benedikt & Schaeck, Klaus, 2014. "Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios," Working Paper Series 1662, European Central Bank.
  7. 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.
  8. Mechtel, Mario & Potrafke, Niklas, 2009. "Political Cycles in Active Labor Market Policies," MPRA Paper 14270, University Library of Munich, Germany.
  9. 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.
  10. 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).
  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. Potrafke, Niklas, 2009. "Political cycles and economic performance in OECD countries: empirical evidence from 1951-2006," MPRA Paper 23751, University Library of Munich, Germany.
  13. 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.
  14. Brech, Viktor & Potrafke, Niklas, 2014. "Donor ideology and types of foreign aid," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 61-75.
  15. Grassi, Davide & Memoli, Vincenzo, 2016. "Political Determinants of State Capacity in Latin America," World Development, Elsevier, vol. 88(C), pages 94-106.
  16. 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.
  17. Eichler, Stefan, 2014. "The political determinants of sovereign bond yield spreads," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 82-103.
  18. 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.
  19. 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.
  20. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 107, University of California, Davis, Department of Economics.
  21. Mechtel, Mario & Potrafke, Niklas, 2013. "Electoral cycles in active labor market policies," Munich Reprints in Economics 19249, University of Munich, Department of Economics.
  22. 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.
  23. Niklas Potrafke & Markus Reischmann, 2012. "Fiscal Equalization Schemes and Fiscal Sustainability," Ifo Working Paper Series Ifo Working Paper No. 141, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  24. 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.
  25. Björn Kauder & Niklas Potrafke, 2013. "Government Ideology and Tuition Fee Policy: Evidence from the German States," CESifo Working Paper Series 4205, CESifo Group Munich.
  26. 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.
  27. Paz, Lourenco, 2012. "The effect of trade liberalization on payroll tax evasion and labor informality," MPRA Paper 39545, University Library of Munich, Germany.
  28. Stapleton, Lee & Sorrell, Steve & Schwanen, Tim, 2016. "Estimating direct rebound effects for personal automotive travel in Great Britain," Energy Economics, Elsevier, vol. 54(C), pages 313-325.
  29. 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.
  30. Brülhart, Marius & Gruber, Jonathan & Krapf, Matthias & Schmidheiny, Kurt, 2016. "Taxing Wealth: Evidence from Switzerland," CEPR Discussion Papers 11342, C.E.P.R. Discussion Papers.
  31. 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).
  32. Bajona, Claustre & Kelly, David L., 2012. "Trade and the environment with pre-existing subsidies: A dynamic general equilibrium analysis," Journal of Environmental Economics and Management, Elsevier, vol. 64(2), pages 253-278.
  33. Gurgul, Henryk & Lach, Łukasz, 2014. "Globalization and economic growth: Evidence from two decades of transition in CEE," Economic Modelling, Elsevier, vol. 36(C), pages 99-107.
  34. 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.
  35. Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus, September.
  36. Harald Badinger & Peter Egger, 2015. "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
  37. 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.
  38. 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.
  39. Stephanie Meinhard & Niklas Potrafke, 2012. "The Globalization–Welfare State Nexus Reconsidered," Review of International Economics, Wiley Blackwell, vol. 20(2), pages 271-287, 05.
  40. 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.
  41. 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.
  42. 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.
  43. Badi H. Baltagi & Peter Egger & Michaela Kesina, 2014. "Firm-level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach," CESifo Working Paper Series 5114, CESifo Group Munich.
  44. Andreoni, James & Payne, A. Abigail, 2011. "Is crowding out due entirely to fundraising? Evidence from a panel of charities," Journal of Public Economics, Elsevier, vol. 95(5), pages 334-343.
  45. 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).
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. 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).
  51. 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.
  52. Henderson, J. Vernon & Roberts, Mark & Storeygard, Adam, 2013. "Is urbanization in Sub-Saharan Africa different ?," Policy Research Working Paper Series 6481, The World Bank.
  53. Emanuele, Canegrati, 2008. "Analysis of Intergenerational Inequality: the Role of Public Expenditure and Taxation," MPRA Paper 10926, University Library of Munich, Germany.
  54. 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.
  55. 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.
  56. Felbermayr, Gabriel & Gröschl, Jasmin, 2013. "Natural disasters and the effect of trade on income: A new panel IV approach," Munich Reprints in Economics 20590, University of Munich, Department of Economics.
  57. Kremer, Stephanie & Nautz, Dieter, 2013. "Causes and consequences of short-term institutional herding," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1676-1686.
  58. 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.
  59. 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.
  60. 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.
  61. Dimitris Malliaropulos & Petros M. Migiakis, 2016. "The re-pricing of sovereign risks following the global financial crisis," Working Papers 210, Bank of Greece.
  62. 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.
  63. Akbar Ullah & Ejaz Ghani & Attiya Javed, 2013. "Market Power and Industrial Performance in Pakistan," Working Papers id:5334, eSocialSciences.
  64. Onali, Enrico & Ginesti, Gianluca, 2015. "Sins of Omission in Value Relevance Empirical Studies," MPRA Paper 64265, University Library of Munich, Germany.
  65. 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.
  66. Mario Jametti & Marcelin Joanis, 2010. "Determinants of fiscal decentralization: political economy aspects," Working Papers 2010/7, Institut d'Economia de Barcelona (IEB).
  67. Reischmann, Markus, 2016. "Creative accounting and electoral motives: Evidence from OECD countries," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 243-257.
  68. 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.
  69. 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.
  70. 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.
  71. 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).
  72. David H. Howard & Yu-Chu Shen, 2011. "Comparative Effectiveness Research, COURAGE, and Technological Abandonment," NBER Working Papers 17371, National Bureau of Economic Research, Inc.
  73. Ansgar Belke & Ingo Bordon & Inna Melnykovska & Rainer Schweickert, 2009. "Prospective Membership and Institutional Change in Transition Countries," Kiel Working Papers 1562, Kiel Institute for the World Economy.
  74. 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.
  75. 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.
  76. 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.
  77. Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
  78. Akbar Ullah & Ejaz Ghani & Attiya Y. Javed, 2013. "Market Power and Industrial Performance in Pakistan," PIDE-Working Papers 2013:88, Pakistan Institute of Development Economics.
  79. 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).
  80. 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.
  81. 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.
  82. 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.
  83. 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.
  84. 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.
  85. 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.
  86. 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.
  87. 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.
  88. 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.
  89. 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.
  90. 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.
  91. 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.
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