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http://bura.brunel.ac.uk/handle/2438/11066
Title: | Robust estimation under error cross section dependence |
Authors: | Moscone, F Tosetti, E |
Keywords: | Panels;Weak cross section dependence;Fixed effects estimator;Mean group estimator |
Issue Date: | 2015 |
Citation: | Economics Letters, 133, pp. 100-104, 2015 |
Abstract: | We propose a robust, partial sample estimator for the covariance matrix of the fixed effects and mean group estimators of the slope coefficients in a short T panel data model with group-specific effects and errors that are weakly cross sectionally dependent and serially correlated. |
Description: | This article has been made available through the Brunel Open Access Publishing Fund. |
URI: | http://bura.brunel.ac.uk/handle/2438/11066 |
DOI: | http://dx.doi.org/10.1016/j.econlet.2015.05.020 |
Appears in Collections: | Brunel OA Publishing Fund Brunel Business School Research Papers |
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