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Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

Econometrica, 76(1): 155--174, 2008.
Authors: James H. Stock and Mark W. Watson
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.0012-9682.2008.00821.x
Tags: imported
| URL | BibTeX  
@article{Stock2008,
title = {Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression},
author = {James H. Stock and Mark W. Watson},
day = {01},
journal = {Econometrica},
month = {Jan},
note = {doi: 10.1111/j.0012-9682.2008.00821.x},
number = {1},
pages = {155--174},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.0012-9682.2008.00821.x},
volume = {76},
year = {2008},
keywords = {imported }
}