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

Bin Peng

doi:10.1016/j.econlet.2016.05.008

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

Bin Peng

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Abstract

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.

Original language	English
Pages (from-to)	1-5
Number of pages	5
Journal	Economics Letters
Volume	145
Early online date	20 May 2016
DOIs	https://doi.org/10.1016/j.econlet.2016.05.008
Publication status	Published - Aug 2016

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title = "Inference on modelling cross-sectional dependence for a varying-coefficient model",

abstract = "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.",

author = "Bin Peng",

year = "2016",

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doi = "10.1016/j.econlet.2016.05.008",

language = "English",

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AB - 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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DO - 10.1016/j.econlet.2016.05.008

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SN - 0165-1765

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JO - Economics Letters

JF - Economics Letters

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

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