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
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2022 The Author(s). |
Dates: |
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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: | 02 Nov 2024 01:24 |
Published Version: | https://doi.org/10.1080/07350015.2022.2077349 |
Status: | Published online |
Refereed: | Yes |
Identification Number: | 10.1080/07350015.2022.2077349 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:186330 |
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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
Licence: CC-BY-NC-ND 2.5