New York Fed: 'A Jackknife Variance Estimator for Panel Regressions'
October 29, 2024
October 29, 2024
NEW YORK, Oct. 29 (TNSres) -- The Federal Reserve Bank of New York issued the following staff report (No. 1133) in October 2024 by Richard K. Crump, Nikolay Gospodinov and Ignacio Lopez Gaffney entitled "A Jackknife Variance Estimator for Panel Regressions."
Here are excerpts:
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We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife varianc . . .
Here are excerpts:
* * *
We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife varianc . . .