出版社：Suntory Toyota International Centre for Economics and Related Disciplines
摘要：An asymptotic theory is developed for nonparametric and semiparametric series estimation under general cross-sectional dependence and heterogeneity. A uniform rate of consistency, asymptotic normality, and sufficient conditions for convergence, are established, and a data-driven studentization new to cross-sectional data is justifi…ed. The conditions accommodate various cross-sectional settings plausible in economic applications, and apply also to panel and time series data. Strong, as well as weak dependence are covered, and conditional heteroscedasticity is allowed.
关键词：series estimation ; nonparametric regression ; spatial data ; cross-sectional dependence ; uniform rate of consistency ; functional central limit the- orem ; data-driven studentization
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