Inference with dependent data using cluster covariance estimators
- Author
- BESTER, C. Alan1 ; CONLEY, Timothy G2 ; HANSEN, Christian B1
[1] University of Chicago Booth School of Business, United States
[2] University of Western Ontario, Canada - Source
Journal of econometrics. 2011, Vol 165, Num 2, pp 137-151, 15 p ; ref : 1/2 p
- CODEN
- JECMB6
- ISSN
- 0304-4076
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- C12 C21 C22 C23 HAC Panel Robust Spatial
- Keyword (fr)
- Analyse discriminante Analyse donnée Analyse multivariable Approximation Association statistique Autocorrélation Classification automatique (statistiques) Covariance Econométrie Estimation statistique Loi F Loi limite Matrice covariance Méthode statistique Processus stochastique Simulation Sondage statistique Série temporelle Taille échantillon Test Wald Théorie échantillonnage 60Fxx 62D05 62H20 62H30 62M10 Classification automatique(statistiques) Donnée panel Statistique T
- Keyword (en)
- Discriminant analysis Data analysis Multivariate analysis Approximation Statistical association Autocorrelation Cluster analysis (statistics) Covariance Econometrics Statistical estimation F distribution Limit distribution Covariance matrix Statistical method Stochastic process Simulation Sample survey Time series Sample size Wald test Sampling theory Panel data T statistic
- Keyword (es)
- Análisis discriminante Análisis datos Análisis multivariable Aproximación Asociación estadística Autocorrelación Covariancia Econometría Estimación estadística Ley F Ley límite Matriz covariancia Método estadístico Proceso estocástico Simulación Ecuesta estadística Serie temporal Tamaño muestra Test Wald Teoría muestreo
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01G Limit theorems
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02E Sampling theory, sample surveys
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 24703341
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.jeconom.2011.01.007 
https://dx.doi.org/10.1016/j.jeconom.2011.01.007
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