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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Bibliographic Details
Main Authors: LI, Jia, LIAO, Zhipeng, ZHOU, Wenyu
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2022
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Online Access: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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Institution: Singapore Management University
Language: English

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