4 papers
Multiscale Comparison of Nonparametric Trending Coefficients
Marina Khismatullina, Bernhard van der Sluis
This paper proposes a novel framework to test for slope heterogeneity between time-varying coefficients in panel data models. Our test not only allows us to detect whether the coef…
Multiscale Comparison of Nonparametric Trend Curves
Marina Khismatullina, Michael Vogt
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have…
Nonparametric comparison of epidemic time trends: the case of COVID-19
Marina Khismatullina, Michael Vogt
The COVID-19 pandemic is one of the most pressing issues at present. A question which is particularly important for governments and policy makers is the following: Does the virus s…
Multiscale inference and long-run variance estimation in nonparametric regression with time series errors
Marina Khismatullina, Michael Vogt
In this paper, we develop new multiscale methods to test qualitative hypotheses about the regression function m in a nonparametric regression model with fixed design points and tim…