Uniform Nonparametric Inference for Spatially Dependent Panel Data

DOI10.1080/07350015.2023.2219283MaRDI QIDQ6626233zbMATH OpenFDO

Authors Jia Li, Zhipeng Liao, Wenyu Zhou

Publication date 28 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2023.2219283

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Asymptotic theory for nonparametric regression with spatial data
• Continuous Auctions and Insider Trading
• Convergence rates and asymptotic normality for series estimators
• GMM estimation with cross sectional dependence
• HAC estimation in a spatial framework
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• How Much Should We Trust Differences-In-Differences Estimates?
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• Inattentive Producers
• Intersection bounds: estimation and inference
• Local asymptotics for polynomial spline regression
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonparametric spatial regression under near-epoch dependence
• Projection estimation in multiple regression with application to functional ANOVA models
• Series estimation under cross-sectional dependence
• Sieve Extremum Estimates for Weakly Dependent Data
• Sieve inference on possibly misspecified semi-nonparametric time series models
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• The Price Variability-Volume Relationship on Speculative Markets
• Uniform nonparametric inference for time series
• Volume, volatility, and public news announcements

This page was built for publication: Uniform Nonparametric Inference for Spatially Dependent Panel Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6626233)