Testing for common trends in semi‐parametric panel data models with fixed effects
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Publication:2896000
DOI10.1111/j.1368-423X.2011.00361.xzbMath1242.91167MaRDI QIDQ2896000
Liangjun Su, Peter C. B. Phillips, Yonghui Zhang
Publication date: 13 July 2012
Published in: The Econometrics Journal (Search for Journal in Brave)
panel datacommon trendslocal polynomial estimationprofile least squaresnon-parametric goodness-of-fit
Related Items (11)
Multivariate trend function testing with mixed stationary and integrated disturbances ⋮ Nonparametric testing for smooth structural changes in panel data models ⋮ A non‐parametric test for multi‐variate trend functions ⋮ Testing for Trend Specifications in Panel Data Models ⋮ Heterogeneous panel data models with cross-sectional dependence ⋮ Inference and testing breaks in large dynamic panels with strong cross sectional dependence ⋮ Testing for Equality of an Increasing Number of Spectral Density Functions ⋮ TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS ⋮ Estimation in a semiparametric panel data model with nonstationarity ⋮ Nonparametric comparison of epidemic time trends: the case of COVID-19 ⋮ NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE
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