We propose a HAC estimator for the covariance matrix of the fixed effects estimator in a panel data model with unobserved fixed effects and errors that are both serially and spatially correlated. © 2012 Elsevier B.V.
HAC estimation in spatial panels
Tosetti E.
2012
Abstract
We propose a HAC estimator for the covariance matrix of the fixed effects estimator in a panel data model with unobserved fixed effects and errors that are both serially and spatially correlated. © 2012 Elsevier B.V.
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