Spatial Correlation Robust Inference.

We propose a method for constructing confidence intervals that account for many forms of spatial correlation. The interval has the familiar "estimator plus and minus a standard error times a critical value" form, but we propose new methods for constructing the standard error and the critical value....

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Bibliographic Details

Published in:	Econometrica Vol. 90; no. 6; pp. 2901 - 2936
Main Authors:	Müller, Ulrich K., Watson, Mark W.
Format:	Article
Published:	Wiley-Blackwell Nov2022
Subjects:	Confidence intervals Sample size (Statistics) Units of time Parametric modeling Random fields
Online Access:	View this record in EBSCOhost