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Modifying the linear two-step Windmeijer correction for the presence of spatial error dependence
Bernard Fingleton
Dec 15, 2022
The aim in the paper is to show how the presence of spatial dependence affects the often-adopted Windmeijer (J Econom 126:25–51, 2005) finite sample correction (For example it is an option facilitating robust estimation in the...
Modifying the linear two-step Windmeijer correction for the presence of spatial error dependence
Bernard Fingleton
Oct 02, 2022
AbstractThe aim in the paper is to show how the presence of spatial dependence affects the often-adopted Windmeijer (J Econom 126:25–51, 2005) finite sample correction (For example it is an...
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