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....
| Publicado en: | Econometrica Vol. 90; no. 6; pp. 2901 - 2936 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Wiley-Blackwell
Nov2022
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |