FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683): Difference between revisions

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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
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+GMM estimation with cross sectional dependence
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+BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
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+GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
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+https://doi.org/10.1017/s0266466614000814
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+W2114713519
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