A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS
By Alois Kneip, Robin C. Sickles, Wonho Song. Econometric Theory, 2012
107 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/6fce304dac7dc8d76039f20d3d90f4aaf0a89fbe
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Liangjun Su
- Peter C. B. Phillips
- Kunpeng Li
- Zhentao Shi
- Sainan Jin
- Robin C. Sickles
- Jushan Bai
- Xun Lu
In Management Science and Operations Research
- Liangjun Su
- Zhentao Shi
- Peter C. B. Phillips
- Kunpeng Li
- Jushan Bai
- Robin C. Sickles
- Karligash Kenjegalieva
- Anthony J. Glass
Citations in the corpus
- A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers (2015, background): “countries for 1995 from version 6:1 of the Penn World Table, Koch (2008) estimates nonspatial and spatial speci cations of the Cobb-Douglas production function and reports own labor elasticities of the order 0:268 0:310 and own capital elasticities ranging from 0:679 0:718, thus providing support fo”
- Identifying Latent Structures in Panel Data (2016, methodology): “…approach is also well suited to testing for structural change in heterogeneous panel data models, to nonparametric and semiparametric panel data models, and to models with heterogeneous parametric or nonparametric time trends (e.g., Kneip, Sickles, and Song 2012, Zhang, Su, and Phillips 2012).”
- Theory and methods of panel data models with interactive effects (2014, methodology): “Factor error structures are also used as a flexible trend modeling as in [20].”