Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412)

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Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
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    Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (English)
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    30 April 2014
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    adaptiveness
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    panel HAC estimator
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    \(F\)-approximation
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    fixed-smoothing asymptotics
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    fixed-effects 2SLS
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    increasing-smoothing asymptotics
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    optimal bandwidth
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    spatiotemporal dependence
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