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

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