HAC estimation in spatial panels (Q1925850)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	HAC estimation in spatial panels	scientific article

Statements

scholarly article

0 references

HAC estimation in spatial panels (English)

0 references

Francesco Moscone

0 references

0 references

Economics Letters

0 references

publication date

27 December 2012

0 references

full work available at URL

http://bura.brunel.ac.uk/handle/2438/7746

0 references

zbMATH Keywords

panels

0 references

HAC estimator

0 references

spatial dependence

0 references

serial dependence

0 references

MaRDI profile type

MaRDI publication profile

0 references

Inference with dependent data using cluster covariance estimators

0 references

GMM estimation with cross sectional dependence

0 references

HAC estimation in a spatial framework

0 references

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

0 references

Asymptotics for linear processes

0 references

Spatial Price Competition: A Semiparametric Approach

0 references

0 references

Finite Sample Econometrics

0 references

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.ECONLET.2012.04.006

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1925850

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1925850&oldid=38790386"