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  • Search: subject:"Nonparametric covariance matrix estimation"
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Year of publication
Subject
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Lattice models 1 Nonparametric covariance matrix estimation 1 Residential demand for water 1 Spatial dependence 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Azomahou, Théophile 1
Institution
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Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1
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Working Papers of BETA 1
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RePEc 1
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GMM Estimation of Lattice Models Using Panel Data: Application
Azomahou, Théophile - Bureau d'Économie Théorique et Appliquée (BETA), … - 2001
We propose an empirical application of lattice models to actual household-level data based on the generalized method of moments. We take advantage of the two dimensional structure of panel data to construct a lattice specification. Then, a class of nonparametric, positive semidefinite covariance...
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