A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

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Title not available (Why is that?)
Sieve estimation of panel data models with cross section dependence
Large panels with common factors and spatial correlation
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A nonparametric test for poolability using panel data
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Cited In (11)

Shrinkage estimation of dynamic panel data models with interactive fixed effects
Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
Rank-based tests of cross-sectional dependence in panel data models
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
Identifying latent grouped patterns in panel data models with interactive fixed effects
Title not available (Why is that?)
Specification test for panel data models with interactive fixed effects
An Overview of Dependence in Cross-Section, Time-Series, and Panel Data

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