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