Article ID Journal Published Year Pages File Type
5058175 Economics Letters 2016 5 Pages PDF
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.

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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Inference on modelling cross-sectional dependence for a varying-coefficient model
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