Robust estimation under error cross section dependence
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Publication:529792
DOI10.1016/J.ECONLET.2015.05.020zbMATH Open1364.62277OpenAlexW1906800475MaRDI QIDQ529792FDOQ529792
Authors: Elisa Tosetti, Francesco Moscone 
Publication date: 9 June 2017
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.05.020
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Cites Work
- GMM estimation with cross sectional dependence
- HAC estimation in a spatial framework
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Large panels with common factors and spatial correlation
- Spatial Price Competition: A Semiparametric Approach
- Nonparametric spectrum estimation for spatial data
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Panel data models with interactive fixed effects
- Estimating long-run relationships from dynamic heterogeneous panels
- HAC estimation in spatial panels
- Inference with dependent data using cluster covariance estimators
- Robust inference with multiway clustering
Cited In (9)
- Inference on modelling cross-sectional dependence for a varying-coefficient model
- Robust estimation and moment selection in dynamic fixed-effects panel data models
- Mean group estimation in presence of weakly cross-correlated estimators
- Equilibrated residual error estimates are \(p\)-robust
- Title not available (Why is that?)
- Robustness of Zero Crossing Estimator
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- Exponent of cross-sectional dependence for residuals
- Application of M-Estimators to Cross-Section Effect Models
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