Testing for common trends in semi-parametric panel data models with fixed effects

Econometrics Journal

Volumn 15, Issue 1, 2012, Pages 56-100

  Zhang, Yonghui ^a   Su, Liangjun ^a   Phillips, Peter C B ^a,b,c,d  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b YALE UNIVERSITY   (United States)

^c UNIVERSITY OF AUCKLAND   (New Zealand)

^d UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Common trends; Local polynomial estimation; Non parametric goodness of fit; Panel data; Profile least squares

Indexed keywords

EID: 84863168688     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2011.00361.x     Document Type: Article

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