Robust standard error estimators for panel models: a unifying approach
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Summary
A framework based on high-level wrapper functions for most common usage and basic computational elements to be combined at will, coupling user-friendliness with flexibility, is integrated in the plm package for panel data econometrics in R.
- Type
- article
- Published
- 2017-11-29
- Cited by
- 127
- References
- 50
- Access
- Open access
- OpenAlex
- https://openalex.org/W31501271
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:59639413
Keywords
Estimator, Computer science, Flexibility (engineering), Simple (philosophy), Panel data
References
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- An R Companion to Applied Regression
- 计量经济分析 = Econometric analysis
- Introduction to Econometrics
- Why has productivity growth declined? Productivity and public investment
- Implementing Panel-Corrected Standard Errors in R: The pcse Package
- Panel data econometrics in R: The plm package
- Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
- Random group effects and the precision of regression estimates
- A Monte Carlo evaluation of the efficiency of the PCSE estimator
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties☆
- Unobserved heterogeneity in panel time series models
- An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Unit
- Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
- Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data
- What To Do (and Not to Do) with Time-Series Cross-Section Data
- Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model
- Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
- Government Partisanship, Labor Organization, and Macroeconomic Performance
- Pork Barrel Politics in Postwar Italy, 1953-1994
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- Understanding the Market Value and Utility of High-Variance Starting Pitchers
- The Great Moderation of Grain Price Volatility: Market Integration vs. Climate Change, Germany, 1650–1790
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- The role of ETFs in the corporate bond market : an empirical study of potential impacts of fixed income ETFs on the underlying U.S. corporate bond market
- Estimating the marginal cost of a life year in Sweden’s public healthcare sector
- Predicting Achievement of Selected Sustainable Development Goals
- Foreign Investment and Aggregate Concentration - Evidence from Southeast Europe
- Inflation expectations after financial crisis: are consumers more forward-looking?
- How large is the effect of financial incentives on electric vehicle sales? – A global review and European analysis
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