Nonparametric dynamic panel data models: Kernel estimation and specification testing
- SU, Liangjun
- LU, Xun
DOIAbstract
Ministry of Education, Singapore under its Academic Research Funding Tier 2; Singapore Management University C244-MSS11E00
Ministry of Education, Singapore under its Academic Research Funding Tier 2; Singapore Management University C244-MSS11E00
This dissertation studies questions related to identification, estimation, and specification testing...
In this dissertation, I focus on the development and application of nonparametric methods in econome...
Many researchers use parametric panel data models which might be misspecified even there is little p...
Ministry of Education, Singapore under its Academic Research Funding Tier 2; Singapore Management Un...
Published in Journal of Econometrics, https://doi.org/10.1016/j.jeconom.2013.04.020</p
Motivated by the first differencing method for linear panel data models, we propose a class of itera...
Motivated by the first differencing method for linear panel data models, we propose a class of itera...
Published in Essays in Honor of Aman Ullah https://doi.org/10.1108/S0731-905320160000036014</p
Published in Journal of Econometrics https://doi.org/10.1016/j.jeconom.2014.06.018</p
Within this PhD research the focus was on estimation and inference method for economic panel data th...
This is the publisher's version, also available electronically from http://journals.cambridge.org/ac...
Nonparametric approaches have widely been used due to their advancement in not making assumptions on...
Published in Journal of Econometrics, 2007, https://doi.org/10.1016/j.jeconom.2009.10.024</p
Panel data play an important role in empirical economics. With panel data one can answer questions a...
This paper proposes a nonparametric test for common trends in semiparametric panel data models with ...
This dissertation studies questions related to identification, estimation, and specification testing...
In this dissertation, I focus on the development and application of nonparametric methods in econome...
Many researchers use parametric panel data models which might be misspecified even there is little p...
Ministry of Education, Singapore under its Academic Research Funding Tier 2; Singapore Management Un...
Published in Journal of Econometrics, https://doi.org/10.1016/j.jeconom.2013.04.020</p
Motivated by the first differencing method for linear panel data models, we propose a class of itera...
Motivated by the first differencing method for linear panel data models, we propose a class of itera...
Published in Essays in Honor of Aman Ullah https://doi.org/10.1108/S0731-905320160000036014</p
Published in Journal of Econometrics https://doi.org/10.1016/j.jeconom.2014.06.018</p
Within this PhD research the focus was on estimation and inference method for economic panel data th...
This is the publisher's version, also available electronically from http://journals.cambridge.org/ac...
Nonparametric approaches have widely been used due to their advancement in not making assumptions on...
Published in Journal of Econometrics, 2007, https://doi.org/10.1016/j.jeconom.2009.10.024</p
Panel data play an important role in empirical economics. With panel data one can answer questions a...
This paper proposes a nonparametric test for common trends in semiparametric panel data models with ...
This dissertation studies questions related to identification, estimation, and specification testing...
In this dissertation, I focus on the development and application of nonparametric methods in econome...
Many researchers use parametric panel data models which might be misspecified even there is little p...
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