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

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Number of pages14
JournalJournal of Business and Economic Statistics
Early online date7 Jul 2022
Publication statusE-pub ahead of print - 7 Jul 2022

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© 2022 The Author(s).

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