to invent tools and methodologies for effective inferences in panel unit root models. Simulations show that our approach …

cointegrating relationships from each individual unit, and the nonlinear IV panel unit root testing procedure is applied to the … for the null of a fully non-cointegrated panel against the alternative of a mixed panel, i.e., a panel with only some … cointegrated units. We also consider the maximum of the IV t-ratios to test for a mixed panel against a fully cointegrated panel …

In this paper, we propose a consistent nonparametric test for linearity in a large dimensional panel data model with … our test performs well in finite samples. An application to an economic growth panel dataset indicates significant …

Motivated by the first-differencing method for linear panel data models, we propose a class of iterative local … polynomial estimators for nonparametric dynamic panel data models with or without exogenous regressors. The estimators utilize … test for the correct specification of linearity in typical dynamic panel data models based on the L2 distance of our …

In this paper we consider the problem of estimating semiparametric panel data models with cross section dependence …