Testing for common trends in semi‐parametric panel data models with fixed effects
From MaRDI portal
Publication:2896000
DOI10.1111/j.1368-423X.2011.00361.xzbMath1242.91167MaRDI QIDQ2896000
Liangjun Su, Peter C. B. Phillips, Yonghui Zhang
Publication date: 13 July 2012
Published in: The Econometrics Journal (Search for Journal in Brave)
panel data; common trends; local polynomial estimation; profile least squares; non-parametric goodness-of-fit
91B82: Statistical methods; economic indices and measures
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