Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary

DOI10.1007/S10182-011-0170-5zbMath1325.62158OpenAlexW2025173889MaRDI QIDQ413960

Sanggon Na, Chihwa Kao, Badi H. Baltagi

Publication date: 8 May 2012

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://surface.syr.edu/cpr/163

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms ⋮ Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

Cites Work

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• Transformations for Estimation of Linear Models with Nested-Error Structure
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
• Trend Function Hypothesis Testing in the Presence of Serial Correlation
• Linear Regression Limit Theory for Nonstationary Panel Data

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