Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models

Min-Hsien Chiang, Yongmiao Hong and Chihwa Kao ()
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Min-Hsien Chiang: National Cheng-Kung University, Postal: Institute of International Business, National Cheng-Kung University, Tainain, Taiwan
Yongmiao Hong: Cornell University

No A6-3, 10th International Conference on Panel Data, Berlin, July 5-6, 2002 from International Conferences on Panel Data

New Economics Papers: this item is included in nep-ecm and nep-ets
Date: Written 2002-03

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