Small-sample inference with spatial HAC estimators

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 125
Issue: 2
Pages: 236-239

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

This paper examines the small-sample performance of spatial HAC (SHAC) estimators of the standard errors on parameters. We find that, in small to moderately-sized datasets, the use of HAC estimators may be recommended only with a relatively large degree of cross-sectional interdependence.

Technical Details

RePEc Handle
repec:eee:ecolet:v:125:y:2014:i:2:p:236-239
Journal Field
General
Author Count
2
Added to Database
2026-01-25