Specification test for panel data models with interactive fixed effects

DOI10.1016/j.jeconom.2014.06.018zbMath1331.62485OpenAlexW2159317620MaRDI QIDQ2346028

Sainan Jin, Yonghui Zhang, Liangjun Su

Publication date: 29 May 2015

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1593

zbMATH Keywords

economic growthpanel data modelslinearityspecification testcross-sectional dependencecommon factorsinteractive fixed effectsconditional strong mixing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Economic growth models (91B62)

Related Items (23)

Estimation of partially linear panel data models with cross-sectional dependence ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ Inferences in panel data with interactive effects using large covariance matrices ⋮ Efficient estimation of heterogeneous coefficients in panel data models with common shocks ⋮ A practical test for strict exogeneity in linear panel data models with fixed effects ⋮ A martingale-difference-divergence-based test for specification ⋮ An integrated panel data approach to modelling economic growth ⋮ An incidental parameters free inference approach for panels with common shocks ⋮ Shrinkage estimation of dynamic panel data models with interactive fixed effects ⋮ Likelihood approach to dynamic panel models with interactive effects ⋮ Testing for Trend Specifications in Panel Data Models ⋮ Unnamed Item ⋮ Rank-based max-sum tests for mutual independence of high-dimensional random vectors ⋮ Theory and methods of panel data models with interactive effects ⋮ Recursive estimation in large panel data models: theory and practice ⋮ On factor models with random missing: EM estimation, inference, and cross validation ⋮ Panel data models with cross-sectional dependence: a selective review ⋮ Identifying latent grouped patterns in panel data models with interactive fixed effects ⋮ Dynamic spatial panel data models with common shocks ⋮ INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS ⋮ Semi-parametric single-index panel data models with interactive fixed effects: theory and practice ⋮ Non-separable models with high-dimensional data ⋮ TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION

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