Testing for common trends in semi-parametric panel data models with fixed effects
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Cites work
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- Challenges of trending time series econometrics
- Consideration of trends in time series
- scientific article; zbMATH DE number 2161246 (Why is no real title available?)
- scientific article; zbMATH DE number 5041474 (Why is no real title available?)
- Non-parametric time-varying coefficient panel data models with fixed effects
- Nonparametric trending regression with cross-sectional dependence
- Panel data models with interactive fixed effects
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Regression with slowly varying regressors and nonlinear trends
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter
- Robustifying multivariate trend tests to nonstationary volatility
- Semiparametric estimation and testing of the trend of temperature series
- Semiparametric trending panel data models with cross-sectional dependence
- Testing for common deterministic trend slopes
- Testing for Common Trends
- Testing for structural change in conditional models
- Transition Modeling and Econometric Convergence Tests
- Trending time series and macroeconomic activity: Some present and future challenges
- Trending time-varying coefficient time series models with serially correlated errors
Cited in
(21)- Nonparametric testing for smooth structural changes in panel data models
- Nonparametric comparison of epidemic time trends: the case of COVID-19
- Global temperatures and greenhouse gases: a common features approach
- Heterogeneous panel data models with cross-sectional dependence
- Estimating restricted common structural changes for panel data
- Estimating cross-section common stochastic trends in nonstationary panel data
- Multivariate trend function testing with mixed stationary and integrated disturbances
- Testing for equality of an increasing number of spectral density functions
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective
- Testing homogeneity in panel data models with interactive fixed effects
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- A CUSUM test for common trends in large heterogeneous panels
- Estimation in a semiparametric panel data model with nonstationarity
- A non‐parametric test for multi‐variate trend functions
- Testing for Trend Specifications in Panel Data Models
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- Specification tests for time-varying coefficient panel data models
- Testing for common trends and patterns in functional time series data
- A robust residual-based test for structural changes in factor models
- Trending Time-Varying Coefficient Spatial Panel Data Models
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
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