Robust estimation under error cross section dependence
From MaRDI portal
Publication:529792
DOI10.1016/j.econlet.2015.05.020zbMath1364.62277OpenAlexW1906800475MaRDI QIDQ529792
Elisa Tosetti, Francesco Moscone
Publication date: 9 June 2017
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.05.020
Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- GMM estimation with cross sectional dependence
- HAC estimation in a spatial framework
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- Large panels with common factors and spatial correlation
- Inference with dependent data using cluster covariance estimators
- Nonparametric spectrum estimation for spatial data
- Estimating long-run relationships from dynamic heterogeneous panels
- HAC estimation in spatial panels
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Panel Data Models With Interactive Fixed Effects
- Robust Inference With Multiway Clustering
- Spatial Price Competition: A Semiparametric Approach