Non-parametric testing of discrete panel data models (Q579820)

This paper is concerned with the problem of testing (some) stochastic structures with discrete panel data in the discrete time framework. Analyzed are nonparametric tests of (some) dynamic structures with the presence of heterogeneity without imposing much functional specification restrictions: The homogeneous multinomial process, the heterogeneous multinomial process, the Markov chain and heterogeneous Markov chain. In two appendices the applied concepts and definitions of the paper are summarized. The paper is rather long and it serves partly as a survey to the topic.