Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290)
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scientific article; zbMATH DE number 6610593
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| English | Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix |
scientific article; zbMATH DE number 6610593 |
Statements
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (English)
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10 August 2016
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asymptotic mean squared error
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heteroskedasticity and autocorrelation
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covariance matrix estimator
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optimal bandwidth choice
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robust standard error
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spatial dependence
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0.906962275505066
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0.8566696047782898
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0.8492161631584167
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0.8447241187095642
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