Inference with dependent data using cluster covariance estimators

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

Business, Economics, Finance +17

How Much Should We Trust Differences-In-Differences Estimates?

Esther Duflo, Sendhil Mullainathan · The Quarterly Journal of Economics · 2004 · 10.6K citations · Full text

Public Health, Economics, Causal Inference +16

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations

Computing, Economics, Econometrics +15

GMM estimation with cross sectional dependence

Timothy G. Conley · Journal of Econometrics · 1999 · 2.6K citations

Social Sciences, Economics, Econometrics +13