Small-sample inference with spatial HAC estimators

DOI10.1016/J.ECONLET.2014.09.004zbMATH Open1311.62191OpenAlexW2003673601MaRDI QIDQ2345153FDOQ2345153

Authors: Sabrina Dorn, Peter Egger 

Publication date: 19 May 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.09.004

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zbMATH Keywords

robust estimationspatial econometricsHAC estimation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20)

Cites Work

• HAC estimation in a spatial framework
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix

Cited In (2)

• HAC estimation in a spatial framework
• Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model

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