Nonlinear panel data econometrics: Theory and Practice

  • King, Maxwell (Primary Chief Investigator (PCI))
  • Gao, Jiti (Chief Investigator (CI))
  • Tjostheim, Dag (Partner Investigator (PI))

Project: Research

Project Description

This project proposes to tackle some very important and difficult issues in nonlinear panel data econometrics with possible nonstationarity. This project seeks to establish some general asymptotic theory for model estimation and specification testing technologies that are suited to nonlinear panel data that my be stochastically nonstationary.
The research outcomes of this project are expected to make significant contributions to the literature as well as to be applicable in testing for structural breaks in spatial climatological, economic and financial time series with possible nonstationary.
StatusFinished
Effective start/end date2/01/0831/12/10

Funding

  • Australian Research Council (ARC): AUD90,000.00