A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence

DOI10.1080/07474938.2012.690669zbMath1491.62229OpenAlexW2076594196MaRDI QIDQ5080554

Sainan Jin, Liangjun Su

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1558

zbMATH Keywords

testcommon factorsieve estimationcross-section dependencesemiparametric panel data modelpoolability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (9)

Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ Nonparametric testing for smooth structural changes in panel data models ⋮ An Overview of Dependence in Cross-Section, Time-Series, and Panel Data ⋮ Shrinkage estimation of dynamic panel data models with interactive fixed effects ⋮ Unnamed Item ⋮ Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm ⋮ Identifying latent grouped patterns in panel data models with interactive fixed effects ⋮ Specification test for panel data models with interactive fixed effects ⋮ Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

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