Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Year of publication: |
2013
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Authors: | Kim, Min Seong ; Sun, Yixiao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 1, p. 85-108
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Subject: | Adaptiveness | Panel HAC estimator | F-approximation | Fixed smoothing asymptotics | Fixed effects 2SLS | Increasing-smoothing asymptotics | Optimal bandwidth | Spatiotemporal dependence | Panel | Panel study | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Robustes Verfahren | Robust statistics |
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