On spatial processes and asymptotic inference under near-epoch dependence

The development of a general inferential theory for nonlinear models with cross-sectionally or spatially dependent data has been hampered by a lack of appropriate limit theorems. To facilitate a general asymptotic inference theory relevant to economic applications, this paper first extends the notio...

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Vydáno v:	Journal of econometrics Ročník 170; číslo 1; s. 178 - 190
Hlavní autoři:	Jenish, Nazgul, Prucha, Ingmar R.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Netherlands Elsevier B.V 01.09.2012 Elsevier Elsevier Sequoia S.A
Témata:	Asymptotic methods Central limit theorem Econometric models econometrics Economic models Economic theory Estimation Generalized method of moments GMM estimator Inference Law of large numbers Mathematical analysis Near-epoch dependent processes Nonlinear analysis nonlinear models Normality Probability theory Random fields Statistical models Stochastic processes Studies Theorems Time series time series analysis C31 C10 C21 Random fields Central limit theorem GMM estimator Law of large numbers Near-epoch dependent processes
ISSN:	0304-4076, 1872-6895
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