Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications

This project proposes to tackle several very important and difficult issues in modeling general climatological,
economic and financial panel data that involve possible trending components. This project seeks to establish
some general asymptotic theory for model estimation and specification technologies that are suited to such
general nonlinear panel data that may be stochastically nonstationary and endogeneous. The research
outcomes of this project are expected to make significant contributions to the literature as well as to be
applicable in evaluating and improving empirical model building and forecasting from better models in
climatology, economics and finance with possible endogeneity and nonlinearity and nonstationarity.