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DC Field | Value | Language |
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dc.contributor.author | Moscone, F | - |
dc.contributor.author | Tosetti, E | - |
dc.date.accessioned | 2015-06-25T09:54:53Z | - |
dc.date.available | 2015 | - |
dc.date.available | 2015-06-25T09:54:53Z | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | Economics Letters, 133, pp. 100-104, 2015 | en_US |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/11066 | - |
dc.description | This article has been made available through the Brunel Open Access Publishing Fund. | - |
dc.description.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. | en_US |
dc.language.iso | en | en_US |
dc.subject | Panels | en_US |
dc.subject | Weak cross section dependence | en_US |
dc.subject | Fixed effects estimator | en_US |
dc.subject | Mean group estimator | en_US |
dc.title | Robust estimation under error cross section dependence | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/j.econlet.2015.05.020 | - |
dc.relation.isPartOf | Economics Letters | - |
pubs.publication-status | Accepted | - |
pubs.publication-status | Accepted | - |
pubs.publication-status | Published | - |
Appears in Collections: | Brunel OA Publishing Fund Brunel Business School Research Papers |
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FullText.pdf | 386.88 kB | Adobe PDF | View/Open |
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