Robust estimation under error cross section dependence

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 133
Issue: C
Pages: 100-104

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:133:y:2015:i:c:p:100-104
Journal Field
General
Author Count
2
Added to Database
2026-01-29