Inference on Modelling Cross-sectional Dependence for a Varying-Coefficient Model

Publisher:
Elsevier
Publication Type:
Journal Article
Citation:
Economics Letters, 2016, 145 pp. 1 - 5
Issue Date:
2016-05-09
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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.
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