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Estimating standard errors in spatial panel models with time varying spatial correlation

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  • Frank Davenport

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  • Frank Davenport, 2017. "Estimating standard errors in spatial panel models with time varying spatial correlation," Papers in Regional Science, Wiley Blackwell, vol. 96, pages 155-177, March.
    • Handle: RePEc:bla:presci:v:96:y:2017:i::p:s155-s177
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    File URL: http://hdl.handle.net/10.1111/pirs.12178
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    11. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
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    24. Baltagi, Badi H. & Heun Song, Seuck & Cheol Jung, Byoung & Koh, Won, 2007. "Testing for serial correlation, spatial autocorrelation and random effects using panel data," Journal of Econometrics, Elsevier, vol. 140(1), pages 5-51, September.
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