| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060039 | Economics Letters | 2012 | 6 Pages |
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Francesco Moscone, Elisa Tosetti,