Inference on trending panel data (Q1792445)

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scientific article; zbMATH DE number 6952363
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Inference on trending panel data
scientific article; zbMATH DE number 6952363

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    Inference on trending panel data (English)
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    12 October 2018
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    semiparametric panel data modelling
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    nonparametrically time-trending individual effects
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    nonparametric cross-sectional correlation and heteroscedasticity
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    spatial model
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    parametric fractional dependence
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    consistency
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    asymptotic normality
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