Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Please use this identifier to cite or link to this item:
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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 386.88 kB | Adobe PDF | View/Open |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.