Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5058175 | Economics Letters | 2016 | 5 Pages |
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Bin Peng,