A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
In this article we propose a nonparametric test for poolability in large dimensional semiparametric panel data models with cross-section dependence based on the sieve estimation technique. To construct the test statistic, we only need to estimate the model under the alternative. We establish the asy...
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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/1558 https://ink.library.smu.edu.sg/context/soe_research/article/2557/viewcontent/NonparametricTestsPoolabilityPanelDataModels_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |