Please use this identifier to cite or link to this item:
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
ISSN: 0165-1765
Appears in Collections:Business and Management
Brunel Business School Research Papers

Files in This Item:
File Description SizeFormat 
Fulltext.pdf240 kBAdobe PDFView/Open

Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.