|Title:||Robust Standard Error Estimators for Panel Models: A Unifying Approach|
|Abstract:||The different robust estimators for the standard errors of panel models used in applied econometric practice can all be written and computed as combinations of the same simple building blocks. A framework based on high-level wrapper functions for most common usage and basic computational elements to be combined at will, coupling user-friendliness with flexibility, is integrated in the plm package for panel data econometrics in R. Statistical motivation and computational approach are reviewed, and applied examples are provided.|
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Robust Standard Error Estimators for Panel Models: A Unifying Approach
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