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dc.contributor.authorHanck, Christoph-
dc.contributor.authorKrämer, Walter-
dc.date.accessioned2010-05-25T08:59:13Z-
dc.date.available2010-05-25T08:59:13Z-
dc.date.issued2010-05-25T08:59:13Z-
dc.identifier.urihttp://hdl.handle.net/2003/27240-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-8686-
dc.description.abstractWe 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.isoenen
dc.relation.ispartofseriesDiscussion Paper / SFB 823;18/2010-
dc.subjectBiasen
dc.subjectPanel dataen
dc.subjectSpatial error correlationen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleThe exact bias of S 2 in linear panel regressions with spatial autocorrelationen
dc.typeTextde
dc.type.publicationtypereportde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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