Limit theory for panel data models with cross sectional dependence and sequential exogeneity

DOI10.1016/j.jeconom.2013.02.004zbMath1283.62066OpenAlexW2004778049WikidataQ30651230 ScholiaQ30651230MaRDI QIDQ2439864

Ingmar R. Prucha, Guido M. Kuersteiner

Publication date: 18 March 2014

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

Full work available at URL: http://europepmc.org/articles/pmc3686532

zbMATH Keywords

spatialcentral limit theoremMLEGMMpanelcross-sectional dependencesocial interactionmultinomial choicespatial martingale difference sequence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Martingales with discrete parameter (60G42) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

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