Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

Stock, James H; Watson, Mark W

doi:10.1111/j.0012-9682.2008.00821.x

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Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

Author(s): James H. Stock , Mark W. Watson

Publication date Created: January 2008

Publication date (Print): January 2008

Journal: Econometrica

Publisher: Wiley-Blackwell

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Title: Econometrica

Abbreviated Title: Econometrica

Publisher: Wiley-Blackwell

ISSN (Print): 0012-9682

ISSN (Electronic): 1468-0262

Publication date Created: January 2008

Publication date (Print): January 2008

Volume: 76

Issue: 1

Pages: 155-174

Article

DOI: 10.1111/j.0012-9682.2008.00821.x

SO-VID: 2cde9e0a-2240-4fd8-be7a-061ed0fbe5be

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