Pages that link to "Item:Q280271"

The following pages link to HAC estimation in a spatial framework (Q280271):

Displaying 36 items.

• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
• Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
• Estimating regional trade agreement effects on FDI in an interdependent world (Q295565) (← links)
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
• Robust estimation under error cross section dependence (Q529792) (← links)
• Large panels with common factors and spatial correlation (Q530595) (← links)
• Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
• Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
• Statistical inference on regression with spatial dependence (Q738181) (← links)
• Series estimation under cross-sectional dependence (Q894633) (← links)
• Quasi-generalized least squares regression estimation with spatial data (Q1673550) (← links)
• Autoregressive spatial spectral estimates (Q1706446) (← links)
• Mean group estimation in presence of weakly cross-correlated estimators (Q1714093) (← links)
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference (Q1746545) (← links)
• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
• HAC estimation in spatial panels (Q1925850) (← links)
• Identification and estimation of linear social interaction models (Q2000837) (← links)
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
• Limit theorems for network dependent random variables (Q2024457) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Estimation of spatial sample selection models: a partial maximum likelihood approach (Q2106403) (← links)
• Robust estimation and inference of spatial panel data models with fixed effects (Q2195536) (← links)
• Spatial system estimators for panel models: a sensitivity and simulation study (Q2229856) (← links)
• A likelihood ratio test for spatial model selection (Q2280579) (← links)
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
• Determining individual or time effects in panel data models (Q2295800) (← links)
• The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
• Small-sample inference with spatial HAC estimators (Q2345153) (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
• FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683) (← links)
• ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
• Nonparametric prediction of spatial multivariate data (Q2811289) (← links)
• Specification and estimation of social interaction models with network structures (Q3004020) (← links)
• Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)