Testing identifying assumptions in nonseparable panel data models

DOI10.1016/J.JECONOM.2016.11.005zbMATH Open1422.62160OpenAlexW2556794809MaRDI QIDQ515125FDOQ515125

Authors: Dalia Ghanem 

Publication date: 10 March 2017

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

Full work available at URL: https://escholarship.org/uc/item/7wv3q73p

Recommendations

• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric identification in panels using quantiles
• Average and quantile effects in nonseparable panel models
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

zbMATH Keywords

panel dataKolmogorov-Smirnov statisticnonparametric identificationspecification testingbootstrap adjustmentCramer-von-Mises statisticdiscrete regressors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

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Cited In (5)

• Testing a linear dynamic panel data model against nonlinear alternatives
• Non-parametric testing of discrete panel data models
• Broken or fixed effects?
• Tests for asymmetry in possibly nonstationary dynamic panel models
• Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity

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