Small-sample inference with spatial HAC estimators

DOI10.1016/J.ECONLET.2014.09.004MaRDI QIDQ2345153zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

robust estimationspatial econometricsHAC estimation

Mathematics Subject Classification ID

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

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Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• HAC estimation in a spatial framework
• 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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