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



Wdeoh 4= Eldv/ Yduldqfh/ PVH/ dqg Vl}h ri w whvw xqghu DUPD+4/4,=+q/W,@+58/65,

Hvwlpdwru

Eldv

PVH

Yduldqfh

43(

8(

4(_______

QZ

07198;<

541:3;4

313355

315<93

314:93

313873

TV+D,

0719683

5417;97

31335;

315;53

314893

313773

TV+E,

0719667

5417:45

31335;

315:;3

314843

313763

YDUKDF+D,

07169;6

53174;9

4166;4

315533

314483

313643

313

YDUYDU+E,

0718545

5318;;4

314798

315583

3145;3

313673

SZ0QZ+D,

071:864

5519679

31375:

317783

316683

3147:3

SZ0QZ+E,

071:948

5519<7<

313557

317883

316753

314863

SZ0TV+D,

071:6;9

5519364

3147<7

317643

3164<3

314793

SZ0TV+E,

071:7:5

551879:

313444

317643

316433

3146:3

QZ

051:<;5

:1;63;

31333:

316433

314;93

313963

TV+D,

051:;49

:1:6;3

31333<

315;43

314::3

3137;3

TV+E,

051:;3;

:1:66<

31333<

315;43

314::3

313763

YDUKDF+D,

0517<74

:1::;6

4188<6

315573

314663

313683

317

YDUKDF+E,

051:3<3

:16<:6

3138;7

315633

314683

313763

SZ0QZ+D,

051;875

;14898

3133<9

3177:3

316593

314993

SZ0QZ+E,

051;938

;14;8<

313364

317773

3165<3

314:;3

SZ0TV+D,

051;765

;1454;

3136;5

317583

315<:3

3147:3

SZ0TV+E,

051;793

;14395

313396

3174;3

315<;3

314733

QZ

031<657

31;9<8

313333

316443

314<53

313943

TV+D,

031<5:4

31;8<:

313334

3157<3

3147<3

313763

TV+E,

031<5:3

31;8<7

313334

315793

314793

313763

YDUKDF+D,

031;664

31<;75

315<37

315533

314643

313763

31;

YDUKDF+E,

031<334

31;4:7

3133:6

315673

314643

313693

SZ0QZ+D,

031<85;

31<3;5

313337

3176:3

316673

314993

SZ0QZ+E,

031<875

31<445

313334

317533

3163:3

3148:3

SZ0TV+D,

031<7:8

31<338

31335:

316:83

3159:3

314583

SZ0TV+E,

031<875

31<445

313334

317533

3163:3

3148:3

Qrwh=

Wkh qxpehu ri vlpxodwlrqv lv 43331

Wkh vxpv ri frh!flhqwv ri DU dqg PD duh 31</ uhvshflwyho|

49



More intriguing information

1. The name is absent
2. IMPROVING THE UNIVERSITY'S PERFORMANCE IN PUBLIC POLICY EDUCATION
3. The effect of globalisation on industrial districts in Italy: evidence from the footwear sector
4. The name is absent
5. Real Exchange Rate Misalignment: Prelude to Crisis?
6. Happiness in Eastern Europe
7. The Global Dimension to Fiscal Sustainability
8. Work Rich, Time Poor? Time-Use of Women and Men in Ireland
9. WP 92 - An overview of women's work and employment in Azerbaijan
10. O funcionalismo de Sellars: uma pesquisa histδrica