Inference with dependent data using cluster covariance estimators

CA Bester, TG Conley, CB Hansen - Journal of Econometrics, 2011 - Elsevier
This paper presents an inference approach for dependent data in time series, spatial, and
panel data applications. The method involves constructing t and Wald statistics using a …

[PDF][PDF] Inference with Dependent Data Using Cluster Covariance Estimators

CA Bester, TG Conley, CB Hansen - economics.uwo.ca
This paper presents an inference approach for dependent data in time series, spatial, and
panel data applications. The method involves constructing t and Wald statistics using a …

Inference with dependent data using cluster covariance estimators

A Bester, T Conley, C Hansen - Journal of Econometrics, 2011 - econpapers.repec.org
This paper presents an inference approach for dependent data in time series, spatial, and
panel data applications. The method involves constructing t and Wald statistics using a …

[引用][C] Inference with dependent data using cluster covariance estimators

CA BESTER, TG CONLEY… - Journal of …, 2011 - pascal-francis.inist.fr
Inference with dependent data using cluster covariance estimators CNRS Inist Pascal-Francis
CNRS Pascal and Francis Bibliographic Databases Simple search Advanced search Search …

Inference with Dependent Data Using Cluster Covariance Estimators

A Bester, TG Conley, C Hansen - Available at SSRN 1708263, 2010 - papers.ssrn.com
This paper presents an inference approach for dependent data in time series, spatial, and
panel data applications. The method involves constructing and Wald statistics using a …

Inference with dependent data using cluster covariance estimators

CA Bester, TG Conley, CB Hansen - Journal of Econometrics, 2011 - ideas.repec.org
This paper presents an inference approach for dependent data in time series, spatial, and
panel data applications. The method involves constructing t and Wald statistics using a …

[PDF][PDF] Inference with Dependent Data Using Cluster Covariance Estimators

CA Bester, TG Conley, CB Hansen - 2008 - economics.sas.upenn.edu
This paper presents a novel way to conduct inference using dependent data in time series,
spatial, and panel data applications. Our method involves constructing t and Wald statistics …

Inference with dependent data using cluster covariance estimators

CA Bester, TG Conley, CB Hansen - Journal of Econometrics, 2011 - infona.pl
This paper presents an inference approach for dependent data in time series, spatial, and
panel data applications. The method involves constructing t and Wald statistics using a …

[PDF][PDF] Inference with Dependent Data Using Cluster Covariance Estimators

CA Bester, TG Conley, CB Hansen - 2008 - Citeseer
This paper presents a novel way to conduct inference using dependent data in time series,
spatial, and panel data applications. Our method involves constructing t and Wald statistics …

[PDF][PDF] Inference with Dependent Data Using Cluster Covariance Estimators

CA Bester, TG Conley, CB Hansen - economics.uwo.ca
This paper presents an inference approach for dependent data in time series, spatial, and
panel data applications. The method involves constructing t and Wald statistics using a …