Testing for common trends in semi-parametric panel data models with fixed effects
This paper proposes a non-parametric test for common trends in semi-parametric panel data models with fixed effects based on a measure of non-parametric goodness-of-fit (R2). We first estimate the model under the null hypothesis of common trends by the method of profile least squares, and obtain the...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2012
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1365 https://ink.library.smu.edu.sg/context/soe_research/article/2364/viewcontent/TestingTrendsSemi_parametricPanelData_2011_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |