GMM estimation with cross sectional dependence
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Publication:113633
DOI10.1016/S0304-4076(98)00084-0zbMATH Open0944.62117MaRDI QIDQ113633FDOQ113633
Authors: T.G. Conley, Timothy G. Conley 
Publication date: September 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
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- Harmonic symmetries of imperfect competition on circular city
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- Making a NARCO: Childhood Exposure to Illegal Labor Markets and Criminal Life Paths
- Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data
- Uniform Nonparametric Inference for Spatially Dependent Panel Data
- Dynamic spatial panel data models with common shocks
- Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t -Statistic
- Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence
- What is a standard error? (And how should we compute it?)
- Inference in spatial experiments with interference using the \texttt{SpatialEffect} package
- Determining individual or time effects in panel data models
- Bootstrap inference under cross‐sectional dependence
- Nonrandom exposure to exogenous shocks
- Spatial correlation robust inference
- Smooth transitions across latitudes and longitudes: an application of a nonlinear panel regression to the climate -- economics nexus
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