出版社：Suntory Toyota International Centre for Economics and Related Disciplines
摘要：Nowadays it is very frequent that a practitioner faces the problem of mod-elling large data sets. Relevant examples include spatio-temporal or panel datamodels with large N and T . In these cases deciding a particular dynamicmodel for each individual/population, which plays a crucial role in predictionand inferences, can be a very onerous and complex task.The aim of this paper is thus to examine a nonparametric test for theequality of the linear dynamic models as the number of individuals increaseswithout bound. The test has two main features: (a) there is no need to chooseany bandwidth parameter and (b) the asymptotic distribution of the test is anormal random variable
