A nonparametric poolability test for panel data models with cross section dependence
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Publication:5080554
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Cites work
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- A nonparametric test for poolability using panel data
- An equality test across nonparametric regressions
- Asymptotic distribution of factor augmented estimators for panel regression
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- Bootstrap Test for Difference Between Means in Nonparametric Regression
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Dynamic linear panel regression models with interactive fixed effects
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Expectation of quadratic forms in normal and nonnormal variables with applications
- Inferential Theory for Factor Models of Large Dimensions
- Large panels with common factors and spatial correlation
- Linear regression for panel with unknown number of factors as interactive fixed effects
- Nonparametric comparison of regression curves: An empirical process approach
- Panel data models with interactive fixed effects
- Sieve estimation of panel data models with cross section dependence
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
- Testing for structural change in conditional models
- Testing for the equality of two nonparametric regression curves
- Testing slope homogeneity in large panels
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Cited in
(13)- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Rank-based tests of cross-sectional dependence in panel data models
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
- Asymptotic normal tests for integration in panels with cross-dependent units
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
- Kernel estimation of hazard functions when observations have dependent and common covariates
- Nonparametric testing for smooth structural changes in panel data models
- A simple sieve bootstrap range test for poolability in dependent cointegrated panels
- Identifying latent grouped patterns in panel data models with interactive fixed effects
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Specification test for panel data models with interactive fixed effects
- A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
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