Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command
In this article, we introduce a command, xtnpsreg, that implements a uniform nonparametric inference procedure for possibly unbalanced panel datasets with general forms of spatio-temporal dependence. We demonstrate how to apply this command in several use cases, including (i) the nonparametric estim...
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sg-smu-ink.soe_research-35662022-03-22T01:39:05Z Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command LI, Jia LIAO, Zhipeng ZHOU, Wenyu In this article, we introduce a command, xtnpsreg, that implements a uniform nonparametric inference procedure for possibly unbalanced panel datasets with general forms of spatio-temporal dependence. We demonstrate how to apply this command in several use cases, including (i) the nonparametric estimation of conditional mean function and its marginal response; (ii) the construction of uniform confidence bands for these nonparametric functional parameters; (iii) specification tests for parametric model restrictions; and (iv) the estimation and uniform inference for functional coefficients in semi-nonparametric models. 2022-01-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/2567 https://ink.library.smu.edu.sg/context/soe_research/article/3566/viewcontent/Uniform_Nonparametric__1_.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Series estimation Spatio-temporal dependence Uniform confidence band Econometrics |
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Series estimation Spatio-temporal dependence Uniform confidence band Econometrics LI, Jia LIAO, Zhipeng ZHOU, Wenyu Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command |
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In this article, we introduce a command, xtnpsreg, that implements a uniform nonparametric inference procedure for possibly unbalanced panel datasets with general forms of spatio-temporal dependence. We demonstrate how to apply this command in several use cases, including (i) the nonparametric estimation of conditional mean function and its marginal response; (ii) the construction of uniform confidence bands for these nonparametric functional parameters; (iii) specification tests for parametric model restrictions; and (iv) the estimation and uniform inference for functional coefficients in semi-nonparametric models. |
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LI, Jia LIAO, Zhipeng ZHOU, Wenyu |
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LI, Jia LIAO, Zhipeng ZHOU, Wenyu |
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LI, Jia |
title |
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command |
title_short |
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command |
title_full |
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command |
title_fullStr |
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command |
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Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command |
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uniform nonparametric inference for spatially dependent panel data: the xtnpsreg command |
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Institutional Knowledge at Singapore Management University |
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2022 |
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https://ink.library.smu.edu.sg/soe_research/2567 https://ink.library.smu.edu.sg/context/soe_research/article/3566/viewcontent/Uniform_Nonparametric__1_.pdf |
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