A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data

Cui, Guowei, Hayakawa, Kazuhiko, Nagata, Shuichi et al. (1 more author) (2022) A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data. Journal of Business and Economic Statistics. ISSN 0735-0015

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2022 The Author(s).
Dates:
  • Accepted: 2 May 2022
  • Published (online): 7 July 2022
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 04 May 2022 08:10
Last Modified: 04 Feb 2024 01:18
Published Version: https://doi.org/10.1080/07350015.2022.2077349
Status: Published online
Refereed: Yes
Identification Number: https://doi.org/10.1080/07350015.2022.2077349

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Filename: 07350015.2022.pdf

Description: A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data

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