GMM estimation with cross sectional dependence

DOI10.1016/s0304-4076(98)00084-0zbMath0944.62117MaRDI QIDQ113633

T.G. Conley, Timothy G. Conley

Publication date: September 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

generalized method of momentsrandom fieldscross-sectional dependencecovariance matrix estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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