HAC estimation in a spatial framework

DOI10.1016/j.jeconom.2006.09.005zbMath1418.62485OpenAlexW2032837167MaRDI QIDQ280271

Publication date: 9 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.09.005

zbMATH Keywords

spatial models heteroscedasticity and autocorrelation consistent (HAC) estimator instrumental variable estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work