Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
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The conventional heteroskedasticity-robust (HR) variance matrix estimator for cross-sectional regression (with or without a degrees of freedom adjustment), applied to the fixed effects estimator for panel data with serially uncorrelated errors, is inconsistent if the number of time periods T is
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美国国家经济研究局创建时间：
2006-06-01
