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http://bura.brunel.ac.uk/handle/2438/7746| Title: | HAC estimation in spatial panels |
| Authors: | Moscone, F Tosetti, E |
| Keywords: | Social Sciences;Economics;Business & Economics;Panels;HAC estimator;Spatial dependence;Serial dependence;Consistent Covariance-Matrix;Heteroskedasticity |
| Issue Date: | 2012 |
| Publisher: | Elsevier |
| Citation: | Economics Letters, 117(1), 60 - 65, 2012 |
| Abstract: | We propose a HAC estimator for the covariance matrix of the fixed effects estimator in a panel data model with unobserved fixed effects and errors that are both serially and spatially correlated. |
| Description: | © 2012 Elsevier B.V. All rights reserved |
| URI: | http://www.sciencedirect.com/science/article/pii/S016517651200136X http://bura.brunel.ac.uk/handle/2438/7746 |
| DOI: | http://dx.doi.org/10.1016/j.econlet.2012.04.006 |
| ISSN: | 0165-1765 |
| Appears in Collections: | Business and Management Publications Brunel Business School Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.pdf | 240 kB | Adobe PDF | View/Open |
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