Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects

2006/08/25 by Christian Hansen, Christian B. Hansen · 2 citations
Economics, Econometrics and Finance · Mathematics · #Economic and Environmental Valuation #Spatial and Panel Data Analysis #Statistical Methods and Bayesian Inference

paper · doi:10.1016/j.jeconom.2006.07.011

openalex publication_date 2006/08/25 · crossref created 2006/08/25 · crossref issued 2007/10/01 · crossref published 2007/10/01 · crossref published-print 2007/10/01 · crossref deposited 2025/10/05 · openalex created_date 2025/10/10 · crossref indexed 2026/08/05 · openalex updated_date 2026/08/05

Citations

• How Much Should We Trust Differences-In-Differences Estimates?
• PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators*
• Biases in Dynamic Models with Fixed Effects
• Longitudinal data analysis using generalized linear models
• Inference with Difference-in-Differences and Other Panel Data

Cited by

• Causal models for longitudinal and panel data: a survey
• Generalized least squares [wikipedia]