Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence
Year of publication: |
2015
|
---|---|
Authors: | Sun, Yixiao ; Kim, Min Seong |
Published in: |
The Review of Economics and Statistics. - MIT Press. - Vol. 97.2015, 1, p. 210-233
|
Publisher: |
MIT Press |
Subject: | F-test | GMM framework | asymptotically valid | spatial autocorrelation | sampling region | limiting behavior |
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