Robust Inference

Driscoll-Kraay Standard Errors

For spatial panels with cross-sectional and temporal dependence:

V_dk = robust_vcov(m_panel, DriscollKraayVCOV())
tbl = robust_coeftable(m_panel, DriscollKraayVCOV())

Conley Spatial HAC

For cross-sectional or panel models with spatial correlation:

coords = hcat(lon, lat)
spec = ConleySpatialHAC(coords, bandwidth)

V_con = robust_vcov(m, spec)
tbl = robust_coeftable(m, spec)

Supported Models

Both robust VCOV methods work with:

• SpatialPanelModel (from fit_spatial_panel)
• DynamicSpatialPanelModel (from fit_dynamic_spatial_panel)
• SpatialRegressionModel (cross-section, Conley only)

Spatial Effects with Robust VCOV

effects = spatial_effects(m, DriscollKraayVCOV())
effects = spatial_effects(m, ConleySpatialHAC(coords, 3.0))