On spatial processes and asymptotic inference under near-epoch dependence

Journal of Econometrics

Volumn 170, Issue 1, 2012, Pages 178-190

  Jenish, Nazgul ^a   Prucha, Ingmar R ^b  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

Central limit theorem; GMM estimator; Law of large numbers; Near epoch dependent processes; Random fields

Indexed keywords

CENTRAL LIMIT THEOREM; DEPENDENT PROCESS; GMM ESTIMATORS; LAW OF LARGE NUMBERS; RANDOM FIELDS;

ECONOMICS; MATHEMATICAL TECHNIQUES;

MIXING;

EID: 84863985651     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.05.022     Document Type: Article

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