Inference on modelling cross-sectional dependence for a varying-coefficient model
- Publication Type:
- Journal Article
- Economics Letters, 2016, 145 pp. 1 - 5
- Issue Date:
© 2016. 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.
Please use this identifier to cite or link to this item: