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



Wdeoh <= Eldv/ Yduldqfh/ PVH/ dqg Vl}h ri w whvw xqghu DUPD+7/7,=+q/W,@+433/45;,

Hvwlpdwru

Eldv

PVH

Yduldqfh

43(

8(

4(_______

QZ

071<:53

571:539

313333

315793

314683

313763

TV+D,

071<:36

571:368

313333

3157<3

314843

313673

TV+E,

071<:39

571:3:6

313333

315853

314863

313683

YDUKDF+D,

071<976

571984<

3133:8

3155:3

3145<3

313593

313

YDUKDF+E,

071<9:;

5719:;9

313333

3153:3

3143<3

3135:3

SZ0QZ+D,

071<;6:

571;6:4

313333

3174;3

316373

3147;3

SZ0QZ+E,

071<;73

571;793

313333

317873

316693

314<63

SZ0TV+D,

071<;69

571;69:

313333

3177;3

3165<3

314:93

SZ0TV+E,

071<;6:

571;6:4

313333

317853

3165;3

314::3

QZ

051<;65

;1;<<8

313333

315863

314853

313783

TV+D,

051<;55

;1;<68

313333

3156<3

314553

313673

TV+E,

051<;57

;1;<7;

313333

315743

314553

313693

YDUKDF+D,

051<;36

;1;;55

313333

3153;3

3143;3

313573

317

YDUKDF+E,

051<;36

;1;;57

313333

3154:3

3144;3

3135:3

SZ0QZ+D,

051<<35

;1<746

313333

317663

316443

314963

SZ0QZ+E,

051<<37

;1<758

313333

3176<3

316483

314893

SZ0TV+D,

051<<35

;1<745

313333

3175<3

3163<3

314833

SZ0TV+E,

051<<35

;1<747

313333

3175<3

316433

314863

QZ

031<<77

31<;;<

313333

315;33

314833

313653

TV+D,

031<<74

31<;;6

313333

3156;3

3145:3

313533

TV+E,

031<<75

31<;;7

313333

315733

3145:3

313533

YDUKDF+D,

031<<67

31<;9;

313333

315343

314343

313453

31;

YDUKDF+E,

031<<68

31<;:4

313333

315583

314473

313553

SZ0QZ+D,

031<<9;

31<<68

313333

317843

316783

314983

SZ0QZ+E,

031<<9;

31<<69

313333

317783

316593

314793

SZ0TV+D,

031<<9:

31<<68

313333

7673

316533

314733

SZ0TV+E,

031<<9:

31<<68

313333

317663

316553

314743

Qrwh=

Wkh qxpehu ri vlpxodwlrqv lv 43331

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

57



More intriguing information

1. The name is absent
2. American trade policy towards Sub Saharan Africa –- a meta analysis of AGOA
3. The name is absent
4. Does Competition Increase Economic Efficiency in Swedish County Councils?
5. What Lessons for Economic Development Can We Draw from the Champagne Fairs?
6. The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey
7. Conservation Payments, Liquidity Constraints and Off-Farm Labor: Impact of the Grain for Green Program on Rural Households in China
8. The name is absent
9. NVESTIGATING LEXICAL ACQUISITION PATTERNS: CONTEXT AND COGNITION
10. Om Økonomi, matematik og videnskabelighed - et bud på provokation