Pages that link to "Item:Q2896000"
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The following pages link to Testing for common trends in semi-parametric panel data models with fixed effects (Q2896000):
Displaying 15 items.
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Nonparametric comparison of epidemic time trends: the case of COVID-19 (Q2106394) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
- Estimating restricted common structural changes for panel data (Q2300531) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Testing for Equality of an Increasing Number of Spectral Density Functions (Q2787366) (← links)
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (Q6634865) (← links)
