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A Modified Double Bootstrap for Time-Series-Cross-Section/Panel Data: Robust to Error Autocorrelation, Heteroskedasticity, Fixed Effects and With Modifications Robust to Contemporaneous Correlation
Fri, April 4, 8:00 to 9:30am CDT (8:00 to 9:30am CDT), Palmer House Hilton, Floor: 7th, Sandburg 4Brief Overview
Robustness of the double bootstrap approach with dynamic time-series cross-section/panel models with error autocorrelation, heteroskedasticity, fixed effects, and/or contemporaneous correlation.