Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models



provided by Research Papers in Economics

Vshfwudo Ghqvlw| Edqgzlgwk Fkrlfh dqg Suhzklwhqlqj
lq wkh Hvwlpdwlrq ri Khwhurvnhgdvwlflw| dqg
Dxwrfruuhodwlrq Frqvlvwhqw Fryduldqfh Pdwulfhv Lq
Sdqho Gdwd Prghov

Plq0Kvlhq Fkldqj

Lqvwlwxwh ri Lqwhuqdwlrqdo Exvlqhvv

Qdwlrqdo Fkhqj0Nxqj Xqlyhuvlw|

Wdlqdq/ WDLZDQ

\rqjpldr Krqj

Ghsduwphqw ri Hfrqrplfv )

Ghsduwphqw ri Vwdwlvwlfdo Vflhqfh

Fruqhoo Xqlyhuvlw|
dqg

Fklkzd Ndr

Ghsduwphqw ri Hfrqrplfv )

Fhqwhu iru Srolf| Uhvhdufk

V|udfxvh Xqlyhuvlw|

Iheuxdu| 4/ 5335



More intriguing information

1. Konjunkturprognostiker unter Panik: Kommentar
2. The name is absent
3. Insurance within the firm
4. The name is absent
5. The name is absent
6. The name is absent
7. On the Relation between Robust and Bayesian Decision Making
8. The name is absent
9. The name is absent
10. The name is absent