Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Year of publication: |
2012
|
---|---|
Authors: | Vogelsang, Timothy J. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 166.2012, 2, p. 303-319
|
Publisher: |
Elsevier |
Subject: | Panel data | HAC estimator | Kernel | Bandwidth | Fixed-b asymptotics |
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