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

Bin Peng

Economics Letters, 2016, vol. 145, issue C, 1-5

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.

Keywords: Asymptotic theory; Cross-sectional dependence; Varying-coefficient (search for similar items in EconPapers)
JEL-codes: C13 C14 C51 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:145:y:2016:i:c:p:1-5

DOI: 10.1016/j.econlet.2016.05.008

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