Nonparametric trending regression with cross-sectional dependence

DOI10.1016/j.jeconom.2012.01.005zbMath1443.62105OpenAlexW2278774125MaRDI QIDQ527964

Peter M. Robinson

Publication date: 12 May 2017

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

Full work available at URL: http://hdl.handle.net/10419/64745

zbMATH Keywords

panel datageneralized least squaresoptimal bandwidthcross-sectional dependencenonparametric time trend

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Testing for common trends in semi‐parametric panel data models with fixed effects, Nonparametric testing for smooth structural changes in panel data models, Estimation for varying coefficient panel data model with cross-sectional dependence, Testing for Trend Specifications in Panel Data Models, Heterogeneous panel data models with cross-sectional dependence, Estimation in partially linear time-varying coefficients panel data models with fixed effects, Semiparametric trending panel data models with cross-sectional dependence, Statistical inference for autoregressive models under heteroscedasticity of unknown form, Panel data models with cross-sectional dependence: a selective review, Inference on trending panel data, INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN, Panel nonparametric regression with fixed effects, On time-varying factor models: estimation and testing, TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION, Estimation in a semiparametric panel data model with nonstationarity, Efficient inference on fractionally integrated panel data models with fixed effects, Functional coefficient panel modeling with communal smoothing covariates

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