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

Guowei Cui; Kazuhiko Hayakawa; Shuichi Nagata; Takashi Yamagata

doi:10.1080/07350015.2022.2077349

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

Guowei Cui, Kazuhiko Hayakawa, Shuichi Nagata, Takashi Yamagata

Economics

Research output: Contribution to journal › Article › peer-review

Original language	English
Number of pages	14
Journal	Journal of Business and Economic Statistics
Early online date	7 Jul 2022
DOIs	https://doi.org/10.1080/07350015.2022.2077349
Publication status	E-pub ahead of print - 7 Jul 2022

Bibliographical note

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10.1080/07350015.2022.2077349Licence: CC BY-NC-ND

A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
© 2022 The Author(s).
Final published version, 1.69 MBLicence: CC BY-NC-ND

Cite this

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AU - Cui, Guowei

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AU - Nagata, Shuichi

AU - Yamagata, Takashi

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