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HAC estimation in spatial panels

Authors
Publication date
1 January 2012
Publisher
'Elsevier BV'
Doi

    Abstract

    © 2012 Elsevier B.V. All rights reservedWe 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.conomic and Social Research Council (grant RES-061-25-0317)

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