Asymptotic properties of a robust variance matrix estimator for panel data when is large
Work
Year: 2006
Type: article
Source: Journal of Econometrics
Author Christian Hansen
Institution University of Chicago
Cites: 37
Cited by: 293
Related to: 10
FWCI: 14.7
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed