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.

Robust estimation under error cross section dependence

Tosetti E.
2015

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3419457
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