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 languageEnglish
Pages (from-to)1-5
Number of pages5
JournalEconomics Letters
Volume145
Early online date20 May 2016
DOIs
Publication statusPublished - Aug 2016

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