Uniform Nonparametric Inference for Spatially Dependent Panel Data-Reference-Cited by-同舟云学术

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Uniform Nonparametric Inference for Spatially Dependent Panel Data

Published:2023-07-11 Issue: Volume: Page:1-11
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Li Jia¹,Liao Zhipeng²,Zhou Wenyu³⁴

Affiliation:

1. School of Economics, Singapore Management University, Singapore

2. Department of Economics, UCLA, Log Angeles, CA

3. International Business School, Zhejiang University, Haining, Zhejiang, China

4. School of Economics, Zhejiang University, Hangzhou, Zhejiang, China

Funder

Singapore Ministry of Education

National Natural Science Foundation of China

Fundamental Research Funds for General Universities

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2023.2219283

Reference39 articles.

1. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

2. Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

3. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

4. PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within-groups Estimators*

5. Some new asymptotic theory for least squares series: Pointwise and uniform results

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2. A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR;International Economic Review;2023-06-21

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