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F-test
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GMM framework
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asymptotically valid
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limiting behavior
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sampling region
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spatial autocorrelation
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Kim, Min Seong
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Sun, Yixiao
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The Review of Economics and Statistics
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1
Asymptotic F-Test in a
GMM
Framework
with Cross-Sectional Dependence
Sun, Yixiao
;
Kim, Min Seong
- In:
The Review of Economics and Statistics
97
(
2015
)
1
,
pp. 210-233
The paper develops an asymptotically valid F-test that is robust to spatial autocorrelation in a
GMM
framework
. The …
Persistent link: https://www.econbiz.de/10011196531
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