Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects

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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書目詳細資料
Main Authors:	Zhang, Y., SU, Liangjun, PHILLIPS, Peter Charles Bonest
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2013
主題:	Common trends Local polynomial estimation Non-parametric goodness-of-fit Panel data Profile least squares Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1431 http://onlinelibrary.wiley.com/doi/10.1111/j.1368-423X.2011.00361.x/abstract
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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