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A jackknife variance estimator for panel regressions

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Bibliographic Details
Authors and Corporations: Crump, Richard K. (Author), Gospodinov, Nikolaj (Author), Lopez Gaffney, Ignacio (Author)
Other Authors: Gospodinov, Nikolaj [Author] • Lopez Gaffney, Ignacio [Author]
Type of Resource: E-Book
Language: English
published:
[New York, NY] Federal Reserve Bank of New York [2024]
Series: Federal Reserve Bank of New York: Staff reports ; no. 1133 (October 2024)
Subjects:
leave-one-out jackknife
panel data models
strong time-series and cross-sectional dependence
cluster-robust variance estimation
trigonometric basis functions
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Source: Verbunddaten SWB
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Internet

https://doi.org/10.59576/sr.1133
https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr1133.pdf?sc_lang=en

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