Testing for Trend Specifications in Panel Data Models
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Cites work
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- A nonparametric test for changing trends
- A powerful test for changing trends in time series models
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- Bootstrap and wild bootstrap for high dimensional linear models
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- Corrected portmanteau tests for VAR models with time-varying variance
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- Inference on a semiparametric model with global power law and local nonparametric trends
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- Martingale Central Limit Theorems
- Non-parametric time-varying coefficient panel data models with fixed effects
- Nonparametric dynamic panel data models: kernel estimation and specification testing
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- Nonparametric tests of moment condition stability
- Nonparametric trending regression with cross-sectional dependence
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- Testing a linear dynamic panel data model against nonlinear alternatives
- Testing for changing volatility
- Testing for common deterministic trend slopes
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- Testing for serial correlation in fixed-effects panel data models
- Testing for smooth structural changes in time series models via nonparametric regression
- Testing model adequacy for dynamic panel data with intercorrelation
- Testing panel data regression models with spatial error correlation.
- Testing parametric assumptions of trends of a nonstationary time series
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- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Trend Function Hypothesis Testing in the Presence of Serial Correlation
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