PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators<sup>*</sup>

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	Year	Citations
Panel data and unobservable individual effects JerryA. Hausman, WilliamE. Taylor Journal of Econometrics Econometric ModelEconomicsBusinessEconomic AnalysisEconometrics	1981	2.4K
Panel Data and Unobservable Individual Effects Jerry A. Hausman, William E. Taylor Econometrica Causal ModelEconometric ModelEconomicsApplied EconomicsLatent Ability	1981	2.2K
Multivariate regression models for panel data Gary Chamberlain Journal of Econometrics BusinessEconometricsMultivariate Regression ModelsPanel DataMultivariate Analysis	1982	1.3K
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form Peter M. Robinson Econometrica Parameter EstimationEngineeringResidual VarianceUnknown FormFirst Order	1987	294
More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form John G. Cragg Econometrica Unknown FormParameter EstimationDensity EstimationEngineeringUncertainty Quantification	1983	235
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance Nicholas M. Kiefer Journal of Econometrics EngineeringPanel DataArbitrary Intertemporal CovarianceEstimation StatisticBusiness	1980	135
Asymptotic Theory for Econometricians William H. Greene, Halbert White Journal of Business and Economic Statistics Dynamic Economic ModelEconometric ModelBusinessApplied EconometricsEconometrics	1986	118

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