Small-sample inference with spatial HAC estimators
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DOI: 10.1016/j.econlet.2014.09.004
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Cited by:
- Chasco, Coro & Le Gallo, Julie & López, Fernando A., 2018.
"A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid,"
Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 226-238.
- Coro Chasco & Julie Le Gallo & Fernando López, 2018. "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Post-Print hal-01868546, HAL.
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More about this item
Keywords
Spatial econometrics; HAC estimation; Robust estimation;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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