Uniform nonparametric inference for spatially dependent panel data

Uniform nonparametric inference for spatially dependent panel data

This article proposes a uniform functional inference method for nonparametric regressions in a panel-data setting that features general unknown forms of spatio-temporal dependence. The method requires a long time span, but does not impose any restriction on the size of the cross section or the stren...

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Bibliographic Details
Main Authors: LI, Jia, LIAO, Zhipeng, ZHOU, Wenyu
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2023
Subjects:
coupling
series estimation
spatial dependence
uniform confidence band
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2557
https://ink.library.smu.edu.sg/context/soe_research/article/3556/viewcontent/space__1_.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/2557
https://ink.library.smu.edu.sg/context/soe_research/article/3556/viewcontent/space__1_.pdf

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