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- W1578890739 abstract "Nowadays it is very frequent that a practitioner faces the problem of modelling large data sets. Some relevant examples include spatio-temporal or panel data models with large N and T. In these cases deciding a particular dynamic model for each individual/population, which plays a crucial role in prediction and inferences, can be a very onerous and complex task. The aim of this paper is thus to examine a nonparametric test for the equality of the linear dynamic models as the number of individuals increases without bound. The test has two main features: (a) there is no need to choose any bandwidth parameter and (b) the asymptotic distribution of the test is a normal random variable." @default.
- W1578890739 created "2016-06-24" @default.
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- W1578890739 date "2014-01-01" @default.
- W1578890739 modified "2023-10-12" @default.
- W1578890739 title "Testing for Equality of an Increasing Number of Spectral Density Functions" @default.
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- W1578890739 doi "https://doi.org/10.1007/978-1-4939-0569-0_13" @default.
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