Article ID Journal Published Year Pages File Type
5059228 Economics Letters 2014 9 Pages PDF
Abstract
This paper examines the small-sample performance of spatial HAC (SHAC) estimators of the standard errors on parameters. We find that, in small to moderately-sized datasets, the use of HAC estimators may be recommended only with a relatively large degree of cross-sectional interdependence.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Small-sample inference with spatial HAC estimators
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