GMM estimation with cross sectional dependence

Journal of Econometrics

Volumn 92, Issue 1, 1999, Pages 1-45

  Conley, T G ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Cross sectional dependence; Generalized method of moments; Non parametric covariance matrix estimation; Random fields

Indexed keywords

EID: 0001912322     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00084-0     Document Type: Article

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