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http://bura.brunel.ac.uk/handle/2438/7746Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Moscone, F | - |
| dc.contributor.author | Tosetti, E | - |
| dc.date.accessioned | 2013-12-02T16:30:59Z | - |
| dc.date.available | 2013-12-02T16:30:59Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.citation | Economics Letters, 117(1), 60 - 65, 2012 | en_US |
| dc.identifier.issn | 0165-1765 | - |
| dc.identifier.uri | http://www.sciencedirect.com/science/article/pii/S016517651200136X | en |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/7746 | - |
| dc.description | © 2012 Elsevier B.V. All rights reserved | en_US |
| dc.description.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. | en_US |
| dc.description.sponsorship | conomic and Social Research Council (grant RES-061-25-0317). | en_US |
| dc.language | English | - |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Social Sciences | en_US |
| dc.subject | Economics | en_US |
| dc.subject | Business & Economics | en_US |
| dc.subject | Panels | en_US |
| dc.subject | HAC estimator | en_US |
| dc.subject | Spatial dependence | en_US |
| dc.subject | Serial dependence | en_US |
| dc.subject | Consistent Covariance-Matrix | en_US |
| dc.subject | Heteroskedasticity | en_US |
| dc.title | HAC estimation in spatial panels | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1016/j.econlet.2012.04.006 | - |
| pubs.organisational-data | /Brunel | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff/Brunel Business School | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff/Brunel Business School/Business | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/Brunel Business School - URCs and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/Brunel Business School - URCs and Groups/Centre for Research into Entrepreneurship, International Business and Innovation in Emerging Markets | - |
| Appears in Collections: | Business and Management Publications Brunel Business School Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.pdf | 240 kB | Adobe PDF | View/Open |
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