Please use this identifier to cite or link to this item: http://buratest.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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