出版社：Suntory Toyota International Centres 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 su¢ cient conditions forpn convergence, are established, and a data-driven studentization new to cross-sectional data is justi 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
