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Volumn 86, Issue 3, 2005, Pages 413-417

A computational trick for delta-method standard errors

Author keywords

Asymptotic standard error; Delta method; Nonlinear function; Robust standard error

Indexed keywords


EID: 14544271015     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.07.022     Document Type: Article
Times cited : (93)

References (7)
  • 1
    • 84881844837 scopus 로고
    • Some specification tests for panel data: Monte Carlo evidence and an application to employment equations
    • M. Arellano S.R. Bond Some specification tests for panel data: Monte Carlo evidence and an application to employment equations Review of Economic Studies 58 1991 277-298
    • (1991) Review of Economic Studies , vol.58 , pp. 277-298
    • Arellano, M.1    Bond, S.R.2
  • 2
    • 70350120268 scopus 로고    scopus 로고
    • The bootstrap in econometrics
    • E. Leamer J.J. Heckman (Eds.) Amsterdam North Holland
    • J.L. Horowitz The bootstrap in econometrics In: E. Leamer J.J. Heckman (Eds.) Handbook of Econometrics vol. 5 2001 Amsterdam North Holland 3159-3228
    • (2001) Handbook of Econometrics , vol.5 , pp. 3159-3228
    • Horowitz, J.L.1
  • 3
    • 0000706085 scopus 로고
    • A simple positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix
    • W.K. Newey K.D. West A simple positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix Econometrica 55 1987 703-708
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 4
    • 14544272561 scopus 로고    scopus 로고
    • The effects of spending on test pass rates: Evidence from Michigan
    • Mimeo. Michigan State University, Department of Economics
    • Papke, L.E., 2001. The effects of spending on test pass rates: Evidence from Michigan, Mimeo. Michigan State University, Department of Economics.
    • (2001)
    • Papke, L.E.1
  • 5
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • H. White A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity Econometrica 48 1980 817-838
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.