Estimating Standard Errors In Finance Panel Data Sets: Comparing Approaches

·2008·DOI

Health Sciences and Innovation

Health and Innovation Studies

Statistical Modeling Techniques

Econometric Methods and Testing

Role in the Field

Neutralin Health Sciences and Innovation

Neutralin Health and Innovation Studies

Neutralin Statistical Modeling Techniques

Neutralin Econometric Methods and Testing

Abstract

Citations

8,391

Year

2008

PageRank

4.7 / 10

Relative influence (log-scaled)

Related Papers

11 of 11 papers

Simultaneous Inference In General Parametric Models

·2008·10,622 citations

Mostly Harmless Econometrics

·2008·10,075 citations

Initial Conditions And Moment Restrictions In Dynamic Panel Data Models

·1998·16,218 citations

Another Look At The Instrumental Variable Estimation Of Error-Components Models

·1995·12,579 citations

Some Tests Of Specification For Panel Data: Monte Carlo Evidence And An Application To Employment Equations

·1991·20,125 citations

Statistical Analysis Of Cointegration Vectors

·1988·9,958 citations

Increasing Returns And Long-Run Growth

·1986·10,068 citations

Autoregressive Conditional Heteroscedasticity With Estimates Of The Variance Of United Kingdom Inflation

·1982·13,361 citations

Sample Selection Bias As A Specification Error

·1979·18,043 citations

Specification Tests In Econometrics

·1978·11,296 citations

Investigating Causal Relations By Econometric Models And Cross-spectral Methods

·1969·15,217 citations