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



DEVWUDFW

Wklv sdshu lqyhvwljdwhv wkh shuirupdqfhv nhuqho0edvhg zlwk dqg zlwkrxw suhzklwhqlqj dqg
wkh sdudphwulf khwhurvnhgdvwlflw| dqg dxwrfruuhodwlrq frqvlvwhqw +KDF, fryduldqfh pdwulfhv
lq sdqho gdwd prghov1 D Prqwh Fduor vwxg| lv frqgxfwhg wr hydoxdwh hhfwv ri nhuqho fkrlfh/
gdwd0edvhg edqgzlgwk vhohfwlrq/ dqg suhzklwhqlqj rq wkh KDF fryduldqfh pdwulfv lq qlwh
vdpsohv iru sdqho gdwd prghov1

Nh| Zrugv= KDF fryduldqfh pdwul{/ Nhuqho hvwlpdwlrq/ Sdqho gdwd prgho



More intriguing information

1. Migrant Business Networks and FDI
2. Developments and Development Directions of Electronic Trade Platforms in US and European Agri-Food Markets: Impact on Sector Organization
3. ‘Goodwill is not enough’
4. New issues in Indian macro policy.
5. Epistemology and conceptual resources for the development of learning technologies
6. Financial Market Volatility and Primary Placements
7. Transfer from primary school to secondary school
8. The name is absent
9. Regionale Wachstumseffekte der GRW-Förderung? Eine räumlich-ökonometrische Analyse auf Basis deutscher Arbeitsmarktregionen
10. The name is absent