Difference in difference meets generalized least squares: Higher order properties of hypotheses tests

Journal of Econometrics

Volumn 144, Issue 2, 2008, Pages 371-391

  Hausman, Jerry ^a   Kuersteiner, Guido ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Edgeworth expansion; GLS; Panel data; Size corrected tests; Treatment effect

Indexed keywords

CURVE FITTING; ESTIMATION; GEODESY; LEAD; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; TECHNOLOGY; TELECOMMUNICATION SYSTEMS; TELEPHONE SYSTEMS; WEIGHING;

(PL) PROPERTIES; ECONOMETRIC MODELING; EDGEWORTH EXPANSION; GENERALIZED LEAST SQUARE (GLS); HIGHER ORDER; MOBILE TELEPHONES; ORDINARY LEAST SQUARES (OLS); SERIAL CORRELATION; SERVICE PRICES; SMALL SAMPLES; TEMPORAL AGGREGATION; TREATMENT EFFECTS; WEIGHT MATRICES;

TESTING;

EID: 45849146923     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.04.003     Document Type: Article

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