Spatial correlation robust inference

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)

Cites Work

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GMM estimation with cross sectional dependence
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Spatial correlation robust inference with errors in location or distance
HAC estimation in a spatial framework
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An invariance principle for fractional Brownian sheets
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Theory of reproducing kernels and applications
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Nearly weighted risk minimal unbiased estimation
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t-Statistic Based Correlation and Heterogeneity Robust Inference
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Testing Models of Low-Frequency Variability
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Weak convergence to fractional brownian motion and to the rosenblatt process
Simple Robust Testing of Regression Hypotheses
Measuring Uncertainty about Long-Run Predictions
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
The Global Distribution of Economic Activity: Nature, History, and the Role of Trade1
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HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
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Almost sure weak convergence of random probability measures
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ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
Inequalities: theory of majorization and its applications
Central limit theorems for long range dependent spatial linear processes
Spatial Correlation Robust Inference in Linear Regression and Panel Models
Spatial correlation robust inference
HAR Inference: Recommendations for Practice