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Consistent covariance matrix estimation with spatially dependent panel data
Driscoll, John C. - In: The review of economics and statistics 80 (1998) 4, pp. 549-560
Persistent link: https://www.econbiz.de/10001254696
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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - In: The review of economics and statistics 95 (2013) 5, pp. 1501-1519
Persistent link: https://www.econbiz.de/10010350179
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Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
Driscoll, John C.; Kraay, Aart C. - In: The review of economics and statistics 19980, pp. 549-560
Persistent link: https://www.econbiz.de/10007374410
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Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
Driscoll, John C.; Kraay, Aart C. - In: The review of economics and statistics 80 (1998) 4, pp. 549-560
Persistent link: https://www.econbiz.de/10007347370