Linear regressions fitted to cross-sectional data of tentimes display heteroskedasticity, that is, error variances that are not constant. A common modeling strategy ...
This paper analyzes tests for a shift in the trend function of a time series at an unknown date based on ordinary least squares (OLS) estimates of the trend function. Inference about the trend ...
Cluster-robust inference and estimation methods have emerged as indispensable tools in empirical research, enabling statisticians and economists to draw valid conclusions from data exhibiting ...
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