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You searched for "variance estimation"

Econometrics Paper
Statistical Inference on Regression with Spatial Dependence Peter M Robinson and Supachoke Thawornkaiwong
April 2010
Paper No' EM/2010/554:
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JEL Classification: C13; C14; C21

Tags: linear regression; partly linear regression; nonparametric regression; spatial data; instrumental variables; asymptotic normality; variance estimation

Econometrics Paper
Modified Whittle Estimation of Multilateral Models on a Lattice Peter M Robinson and J Vidal Sanz
June 2005
Paper No' EM/2005/492:
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JEL Classification: C13

Tags: spatial data; multilateral modelling; whittle estimation; edge effect; consistent variance estimation

Econometrics Paper
Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.) Peter M Robinson October 1997
Paper No' EM/1997/338:
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Tags: autocorrelation-consistent variance estimation; long-range dependence; simultaneous equations systems.

Econometrics Paper
Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.) Peter M Robinson and Carlos Velasco December 1996
Paper No' EM/1996/316:
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Tags: time series; variance estimation; spectral methods