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A New Diagnostic Test For Cross-Section Uncorrelatedness In Nonparametric Panel Data Models

Citations

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Cited by:

  1. Guohua Feng & Jiti Gao & Fei Liu & Bin Peng, 2023. "Estimation and Inference for Three-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 20/23, Monash University, Department of Econometrics and Business Statistics.
  2. Hyunseok Jung & Xiaodong Liu, 2023. "Testing for Peer Effects without Specifying the Network Structure," Papers 2306.09806, arXiv.org, revised Jul 2024.
  3. Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
  4. G. Pan & J. Gao & Y. Yang & M. Guo, 2012. "Independence Test for High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers 1/12, Monash University, Department of Econometrics and Business Statistics.
  5. M. Hashem Pesaran, 2021. "General diagnostic tests for cross-sectional dependence in panels," Empirical Economics, Springer, vol. 60(1), pages 13-50, January.
  6. Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023. "Estimation and Inference for a Class of Generalized Hierarchical Models," Papers 2311.02789, arXiv.org, revised Apr 2024.
  7. Chen, Jia & Gao, Jiti & Li, Degui, 2012. "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
  8. Arteaga-Molina, Luis A. & Rodríguez-Poo, Juan M., 2019. "Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 110-124.
  9. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
  10. Gao, J. & Linton, O. & Peng, B., 2022. "A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation," Janeway Institute Working Papers 2215, Faculty of Economics, University of Cambridge.
  11. Dong, Chaohua & Gao, Jiti & Peng, Bin, 2015. "Semiparametric single-index panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 188(1), pages 301-312.
  12. Gao, J. & Linton, O. & Peng, B., 2022. "A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation," Cambridge Working Papers in Economics 2239, Faculty of Economics, University of Cambridge.
  13. Lee, Jungyoon & Robinson, Peter M., 2015. "Panel nonparametric regression with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 346-362.
  14. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
  15. Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023. "Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks," Monash Econometrics and Business Statistics Working Papers 21/23, Monash University, Department of Econometrics and Business Statistics.
  16. Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
  17. Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
  18. Gao, Jiti & Linton, Oliver & Peng, Bin, 2020. "Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends," Econometric Theory, Cambridge University Press, vol. 36(2), pages 223-249, April.
  19. Lee, Jungyoon & Robinson, Peter, 2015. "Panel nonparametric regression with fixed effects," LSE Research Online Documents on Economics 61431, London School of Economics and Political Science, LSE Library.
  20. Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019. "Estimation of Cross-Sectional Dependence in Large Panels," Papers 1904.06843, arXiv.org.
  21. Gao, Jiti & Pan, Guangming & Yang, Yanrong, 2012. "Testing Independence for a Large Number of High–Dimensional Random Vectors," MPRA Paper 45073, University Library of Munich, Germany, revised 15 Mar 2013.
  22. Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers 1/18, Monash University, Department of Econometrics and Business Statistics.
  23. Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo, 2015. "Cross-sectional Independence Test for a Class of Parametric Panel Data Models," Monash Econometrics and Business Statistics Working Papers 17/15, Monash University, Department of Econometrics and Business Statistics.
  24. Gao, J. & Linton, O. & Peng, B., 2022. "A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation," Janeway Institute Working Papers 2215, Faculty of Economics, University of Cambridge.
  25. Chaohua Dong & Jiti Gao & Bin Peng, 2015. "Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity," Monash Econometrics and Business Statistics Working Papers 7/15, Monash University, Department of Econometrics and Business Statistics.
  26. Jiti Gao & Guangming Pan & Yanrong Yang, 2016. "CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 12/16, Monash University, Department of Econometrics and Business Statistics.
  27. Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019. "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, vol. 212(2), pages 607-622.
  28. Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
  29. Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019. "An Integrated Panel Data Approach to Modelling Economic Growth," Monash Econometrics and Business Statistics Working Papers 9/19, Monash University, Department of Econometrics and Business Statistics.
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