Similar Search Results - EconBiz

Dynamic nonparametric clustering of multivariate panel data

João, Igor Custodio; Lucas, André; Schaumburg, Julia; … - 2023

We introduce a new dynamic clustering method for multivariate panel data char- acterized by time-variation in cluster … current center of their previous cluster as- signment. This links consecutive cross-sections in the panel together … settings. The method is illustrated using a multivariate panel of four accounting ratios for 28 large European insurance firms …

Persistent link: https://www.econbiz.de/10013552743

Information equivalence among transformations of semiparametric nonlinear panel data models

Brown, Nicholas - 2022 - Date of draft: December 1, 2022

This paper considers transformations of nonlinear semiparametric mean functions that yield moment conditions for estimation. Such transformations are said to be information equivalent if they yield the same asymptotic efficiency bound. I derive a unified theory of algebraic equivalence for...

Persistent link: https://www.econbiz.de/10013556749

A new diagnostic test for cross-section independence in nonparametric panel data models

Chen, Jia; Gao, Jiti; Li, Degui - 2009

Persistent link: https://www.econbiz.de/10003871164

Stationarity properties of individual series in a panel

Moon, Hyungsik Roger; Perron, Benoit - 2009

Persistent link: https://www.econbiz.de/10003997384

Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends

Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011

Persistent link: https://www.econbiz.de/10009381370

Testing error serial correlation in fixed effects nonparametric panel data models

Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473

Persistent link: https://www.econbiz.de/10011503631

Testing monotonicity in unobservables with panel data

Su, Liangjun; Hoderlein, Stefan; White, Halbert - 2013

Persistent link: https://www.econbiz.de/10011508488

Testing for stationary in panel data models when disturbances are cross-sectionally correlated

Jönsson, Kristian (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002099608

Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Cai, Zongwu; Fang, Ying; Xu, Qiuhua - 2020

Persistent link: https://www.econbiz.de/10012312745

Assessing predictive accuracy in panel data models with long-range dependence

Borup, Daniel; Christensen, Bent Jesper; Ergemen, Yunus Emre - 2019

Persistent link: https://www.econbiz.de/10011991275

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