46
views
0
recommends
+1 Recommend
0 collections
    0
    shares
      • Record: found
      • Abstract: not found
      • Article: not found

      Correcting for Cross‐Sectional and Time‐Series Dependence in Accounting Research

      , ,
      The Accounting Review
      American Accounting Association

      Read this article at

      ScienceOpenPublisher
      Bookmark
          There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

          Related collections

          Most cited references56

          • Record: found
          • Abstract: not found
          • Article: not found

          Risk, Return, and Equilibrium: Empirical Tests

            Bookmark
            • Record: found
            • Abstract: not found
            • Article: not found

            Bootstrap-Based Improvements for Inference with Clustered Errors

              Bookmark
              • Record: found
              • Abstract: not found
              • Article: not found

              Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

                Bookmark

                Author and article information

                Journal
                The Accounting Review
                The Accounting Review
                American Accounting Association
                0001-4826
                1558-7967
                March 2010
                March 2010
                : 85
                : 2
                : 483-512
                Article
                10.2308/accr.2010.85.2.483
                f1b3fb5c-7c8d-4292-bb76-157fb3a1c3c3
                © 2010
                History

                Comments

                Comment on this article