Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hanck, Christoph | - |
dc.contributor.author | Krämer, Walter | - |
dc.date.accessioned | 2010-05-25T08:59:13Z | - |
dc.date.available | 2010-05-25T08:59:13Z | - |
dc.date.issued | 2010-05-25T08:59:13Z | - |
dc.identifier.uri | http://hdl.handle.net/2003/27240 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-8686 | - |
dc.description.abstract | We investigate the OLS-based estimator s2 of the disturbance variance in an error component linear panel regression model when the disturbances are homoskedastic, but spatially correlated. Although consistent (Song and Lee, Econ. Lett. 2008), s2 can be arbitrarily biased towards zero in finite samples. | de |
dc.language.iso | en | en |
dc.relation.ispartofseries | Discussion Paper / SFB 823;18/2010 | - |
dc.subject | Bias | en |
dc.subject | Panel data | en |
dc.subject | Spatial error correlation | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | The exact bias of S 2 in linear panel regressions with spatial autocorrelation | en |
dc.type | Text | de |
dc.type.publicationtype | report | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_1810_SFB823_hanck_krämer.pdf | DNB | 244.89 kB | Adobe PDF | View/Open |
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