We propose a robust, partial sample estimator for the covariance matrix of the fixed effects and mean group estimators of the slope coefficients in a short T panel data model with group-specific effects and errors that are weakly cross sectionally dependent and serially correlated. (C) 2015 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Autori: | |
Data di pubblicazione: | 2015 |
Titolo: | Robust estimation under error cross section dependence |
Rivista: | ECONOMICS LETTERS |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1016/j.econlet.2015.05.020 |
Volume: | 133 |
Appare nelle tipologie: | 2.1 Articolo su rivista |
File in questo prodotto:
File | Descrizione | Tipologia | Licenza | |
---|---|---|---|---|
1-s2.0-S0165176515002153-main.pdf | N/A | Riservato |
I documenti in ARCA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.