Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
Author(s) -
James H. Stock,
Mark W. Watson
Publication year - 2006
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/t0323
Subject(s) - heteroscedasticity , econometrics , robust regression , statistics , regression analysis , regression , mathematics , computer science
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