Pages that link to "Item:Q3168426"
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The following pages link to A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS (Q3168426):
Displayed 10 items.
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- Panel nonparametric regression with fixed effects (Q2516309) (← links)
- Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)