Uniform Nonparametric Inference for Spatially Dependent Panel Data

Cites Work

Title not available (Why is that?)
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
GMM estimation with cross sectional dependence
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
HAC estimation in a spatial framework
Some new asymptotic theory for least squares series: pointwise and uniform results
Asymptotic theory for nonparametric regression with spatial data
Nonparametric spatial regression under near-epoch dependence
Series estimation under cross-sectional dependence
Convergence rates and asymptotic normality for series estimators
Local asymptotics for polynomial spline regression
Projection estimation in multiple regression with application to functional ANOVA models
Uniform nonparametric inference for time series
Sieve inference on possibly misspecified semi-nonparametric time series models
Intersection bounds: estimation and inference
NONPARAMETRIC ESTIMATORS FOR TIME SERIES
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
Continuous Auctions and Insider Trading
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
The Price Variability-Volume Relationship on Speculative Markets
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
How Much Should We Trust Differences-In-Differences Estimates?
Sieve Extremum Estimates for Weakly Dependent Data
Volume, Volatility, and Public News Announcements
Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
Inattentive Producers

This page was built for publication: Uniform Nonparametric Inference for Spatially Dependent Panel Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6626233)