The exact bias of S 2 in linear panel regressions with spatial autocorrelation

Kurzanzeige
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.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.identifier.urihttp://hdl.handle.net/2003/27240
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-8686
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
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