Robust estimation under error cross section dependence

Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/11066

Full metadata record

DC Field	Value	Language
dc.contributor.author	Moscone, F	-
dc.contributor.author	Tosetti, E	-
dc.date.accessioned	2015-06-25T09:54:53Z	-
dc.date.available	2015	-
dc.date.available	2015-06-25T09:54:53Z	-
dc.date.issued	2015	-
dc.identifier.citation	Economics Letters, 133, pp. 100-104, 2015	en_US
dc.identifier.uri	http://bura.brunel.ac.uk/handle/2438/11066	-
dc.description	This article has been made available through the Brunel Open Access Publishing Fund.	-
dc.description.abstract	We propose a robust, partial sample estimator for the covariance matrix of the fixed effects and mean group estimators of the slope coefficients in a short T panel data model with group-specific effects and errors that are weakly cross sectionally dependent and serially correlated.	en_US
dc.language.iso	en	en_US
dc.subject	Panels	en_US
dc.subject	Weak cross section dependence	en_US
dc.subject	Fixed effects estimator	en_US
dc.subject	Mean group estimator	en_US
dc.title	Robust estimation under error cross section dependence	en_US
dc.type	Article	en_US
dc.identifier.doi	http://dx.doi.org/10.1016/j.econlet.2015.05.020	-
dc.relation.isPartOf	Economics Letters	-
pubs.publication-status	Accepted	-
pubs.publication-status	Accepted	-
pubs.publication-status	Published	-
Appears in Collections:	Brunel OA Publishing Fund Brunel Business School Research Papers

Files in This Item:

File	Description	Size	Format
FullText.pdf		386.88 kB	Adobe PDF	View/Open