Nonparametric testing for smooth structural changes in panel data models

DOI10.1016/j.jeconom.2017.10.004zbMath1394.62118OpenAlexW2769372326MaRDI QIDQ1652957

Bin Chen, Liquan Huang

Publication date: 17 July 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.10.004

zbMATH Keywords

panel datalocal smoothingparameter constancysmooth structural changes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Uniform inference in linear panel data models with two-dimensional heterogeneity ⋮ Testing for Trend Specifications in Panel Data Models

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