Resurrecting weighted least squares

By Joseph P. Romano, Michael Wolf. 2017

120 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3bcdf556010e300c80f0d66307cbe5efca731c3c

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In Statistics and Probability

1. Yuan Liao
2. Jushan Bai
3. Sungchun Choi
4. Serena Ng
5. Jianqing Fan
6. Liangjun Su
7. Kunpeng Li
8. Clifford Lam

Citations in the corpus

• Feasible generalized least squares for panel data with cross-sectional and serial correlations (2019, methodology): “e the unknown cluster structure, and control heteroskedasticity, both serial and cross-sectional correlations by estimating the large error covariance matrix consistently. In cross-sectional setting, Romano and Wolf (2017) obtained asymptotically valid inference of the FGLS estimator, combined with ”