Inference on modelling cross-sectional dependence for a varying-coefficient model

Peng, B

Inference on modelling cross-sectional dependence for a varying-coefficient model

Peng, B

Permalink

Publication Type:: Journal Article
Citation:: Economics Letters, 2016, 145 pp. 1 - 5
Issue Date:: 2016-08-01

Open Access

Copyright Clearance Process

Recently Added
In Progress
Open Access

This item is open access.

Adobe PDF

Download Accepted Manuscript VersionAdobe PDF (244.91 kB)

View on publisher's site

View statistics

Full metadata record

Field	Value	Language
dc.contributor.author	Peng, B https://orcid.org/0000-0003-4231-4713	en_US
dc.date.available	2020-05-25T19:09:01Z
dc.date.issued	2016-08-01	en_US
dc.identifier.citation	Economics Letters, 2016, 145 pp. 1 - 5	en_US
dc.identifier.issn	0165-1765	en_US
dc.identifier.uri	http://hdl.handle.net/10453/43931
dc.description.abstract	© 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.	en_US
dc.relation.ispartof	Economics Letters	en_US
dc.relation.isbasedon	10.1016/j.econlet.2016.05.008	en_US
dc.subject.classification	Economics	en_US
dc.title	Inference on modelling cross-sectional dependence for a varying-coefficient model	en_US
dc.type	Journal Article
utslib.citation.volume	145	en_US
utslib.for	140304 Panel Data Analysis	en_US
utslib.for	140302 Econometric and Statistical Methods	en_US
utslib.for	14 Economics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	open_access
pubs.publication-status	Published	en_US
pubs.volume	145	en_US

Abstract:

© 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:

http://hdl.handle.net/10453/43931