Testing identifying assumptions in nonseparable panel data models

DOI10.1016/j.jeconom.2016.11.005zbMath1422.62160OpenAlexW2556794809MaRDI QIDQ515125

Dalia Ghanem

Publication date: 10 March 2017

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

Full work available at URL: https://escholarship.org/uc/item/7wv3q73p

zbMATH Keywords

panel datanonparametric identificationspecification testingKolmogorov-Smirnov statisticbootstrap adjustmentCramer-von-Mises statisticdiscrete regressors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items (1)

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Cites Work

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