Testing identifying assumptions in nonseparable panel data models

DOI10.1016/J.JECONOM.2016.11.005MaRDI QIDQ515125zbMATH OpenOpenAlexFDO

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

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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