HAC estimation in spatial panels

DOI10.1016/j.econlet.2012.04.006zbMath1254.91609OpenAlexW2082603854MaRDI QIDQ1925850

Francesco Moscone, Elisa Tosetti

Publication date: 27 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/7746

zbMATH Keywords

spatial dependenceserial dependencepanelsHAC estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation ⋮ Robust estimation under error cross section dependence

Cites Work

• Unnamed Item
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• GMM estimation with cross sectional dependence
• HAC estimation in a spatial framework
• Inference with dependent data using cluster covariance estimators
• Asymptotics for linear processes
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Spatial Price Competition: A Semiparametric Approach
• Finite Sample Econometrics

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