A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

By Zhongjian Lin, Qi Li, Yiguo Sun. 2014

53 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d9904160fb60d0db85c517406da656b57d944e25

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

1. Xun Lu
2. Liangjun Su
3. Yiguo Sun
4. J. Qian
5. Peter C. B. Phillips
6. Xia Wang
7. Sainan Jin
8. Emir Malikov

In Management Science and Operations Research

1. Liangjun Su
2. Xun Lu

In Statistics and Probability

1. Xun Lu
2. Liangjun Su
3. Halbert White
4. Tzee-Ming Huang
5. Harro Walk
6. László Györfi
7. Sessi Tokpavi
8. B. Candelon

Citations in the corpus

• Specification Test for Panel Data Models with Interactive Fixed Effects (2014, unknown): “In addition, Hjellvik and Tjøstheim (1995) and Hjellvik, Yao and Tjøstheim (1998) derive tests for linearity specification in nonparametric regressions and Hansen (1999) reviews the problem of testing for linearity in the context of self-exciting threshold autoregressive (SETAR) models.”
• Nonparametric dynamic panel data models: Kernel estimation and specification testing (2013, methodology): “Under the weaker identification condition that E(αi) = 0, Li and Sun (2011) propose to mimic the parametric LSDV estimation method by removing the fixed effects nonparametrically and establish the asymptotic normality of their estimator under the assumption that εit are independent of αj and E(εit”