[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
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