Jenish, Nazgul; Prucha, Ingmar R. - In: Journal of Econometrics 170 (2012) 1, pp. 178-190
The development of a general inferential theory for nonlinear models with cross-sectionally or spatially dependent data has been hampered by a lack of appropriate limit theorems. To facilitate a general asymptotic inference theory relevant to economic applications, this paper first extends the...