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

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

Date: 2002-03
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