[R-sig-Geo] Spatial Panel and robust standard errors
Linus Holtermann
holtermann at hwwi.org
Wed Apr 1 14:19:22 CEST 2015
Hello,
I used the spml function in the splm-package to estimate a SAR panel model. Is it possible to get HC or HAC robust standard errors for these types of panel models in R?
I tried coeftest and sandwich, but it wont work.
Bets reagrds,
Linus Holtermann
Hamburgisches WeltWirtschaftsInstitut gemeinnützige GmbH (HWWI)
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