2 papers
econ.EM2026
Semi-nonparametric estimation of spatial dynamic panel data models with nonparametric spatial weights
Abhimanyu Gupta, Xi Qu, Jiajun Zhang
We develop a semi-nonparametric framework for spatial dynamic panel data (SDPD) models with two-way fixed effects when the spatial interaction structure is unknown beyond a distanc…
econ.EM2026
Wald inference on varying coefficients
Abhimanyu Gupta, Xi Qu, Sorawoot Srisuma +1
We present simple to implement Wald-type statistics that deliver a general nonparametric inference theory for linear restrictions on varying coefficients in a range of regression m…