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econ.EM2025
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…
econ.EM2022
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…