On spatial processes and asymptotic inference under near-epoch dependence
Year of publication: |
2012
|
---|---|
Authors: | Jenish, Nazgul ; Prucha, Ingmar R. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 170.2012, 1, p. 178-190
|
Publisher: |
Elsevier |
Subject: | Random fields | Near-epoch dependent processes | Central limit theorem | Law of large numbers | GMM estimator |
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