Inference on modelling cross-sectional dependence for a varying-coefficient model
Year of publication: |
August 2016
|
---|---|
Authors: | Peng, Bin |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 145.2016, p. 1-5
|
Subject: | Asymptotic theory | Cross-sectional dependence | Varying-coefficient | Querschnittsanalyse | Cross-section analysis | Schätztheorie | Estimation theory |
-
Gilhooly, Robert, (2012)
-
Power enhancement in high-dimensional cross-sectional tests
Fan, Jianqing, (2015)
-
Exponent of cross-sectional dependence for residuals
Bailey, Natalia, (2018)
- More ...
-
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti, (2018)
-
TSLS and LIML estimators in panels with unobserved shocks
Forchini, Giovanni, (2018)
-
A conditional approach to panel data models with common shocks
Forchini, Giovanni, (2016)
- More ...