Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864)

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Limit theory for panel data models with cross sectional dependence and sequential exogeneity
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    Limit theory for panel data models with cross sectional dependence and sequential exogeneity (English)
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    18 March 2014
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    cross-sectional dependence
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    spatial martingale difference sequence
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    central limit theorem
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    spatial
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    panel
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    GMM
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    MLE
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    multinomial choice
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    social interaction
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