Inference on modelling cross-sectional dependence for a varying-coefficient model

Peng, B

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Inference on modelling cross-sectional dependence for a varying-coefficient model

journal contribution

posted on 2016-08-01, 00:00 authored by B Peng

In this note, I have studied a varying-coefficient model under cross-sectional dependence. The technique of Robinson (2011) is employed to mimic the dependence among cross-sectional data sets. The asymptotic normality is established for the proposed estimator.

History

Journal

Economics Letters

Volume

145

Pagination

1 - 5

Publisher

Elsevier

Location

Amsterdam, The Netherlands

Publisher DOI

https://doi.org/10.1016/j.econlet.2016.05.008

ISSN

0165-1765

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal; C Journal article

Copyright notice

2016, Elsevier B.V.

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Inference on modelling cross-sectional dependence for a varying-coefficient model

Research Publications

Keywords

Asymptotic theory Cross-sectional dependence Varying-coefficient Social Sciences Economics Business & Economics

File(s) under permanent embargo

Inference on modelling cross-sectional dependence for a varying-coefficient model

History

Journal

Volume

Pagination

Publisher

Location

Publisher DOI

ISSN

Language

Publication classification

Copyright notice

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Read the peer-reviewed publication

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Keywords

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