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.

HAC estimation in spatial panels

moscone f;tosetti e
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.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10278/3722447
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