Testing for Common Trends in Semiparametric 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
2013
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1431 http://onlinelibrary.wiley.com/doi/10.1111/j.1368-423X.2011.00361.x/abstract |
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| Institution: | Singapore Management University |
| Language: | English |