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A1625
Title: Inference for multidimensional nonparametric panel data models Authors:  Daniel Henderson - University of Alabama (United States) [presenting]
Alexandra Soberon - Universidad de Cantabria (Spain)
Abstract: Inference for multidimensional nonparametric panel data models is addressed. We consider tests for correct parametric specification, tests for relevance of variables, and Hausman-type tests for fixed versus random effects. We are able to show the asymptotic distribution of said tests, propose and show validity of bootstrap procedures and show the finite sample properties.