The paper Uniform Inference for Nonparametric Panel Models with Fixed Effects, co-authored by Associate Professor Liu Yanbo from the School of Economics, Shandong University and Assistant Professor Liu Nan from the Department of Economics, Xiamen University, has been published online in Econometric Theory, an internationally authoritative journal for econometrics. Liu Yanbo serves as the corresponding author of this paper.

This study develops a nonparametric consistent statistical inference method for a class of nonparametric panel models with fixed effects and mixed non-stationary variables. It employs sieve estimators to estimate unknown functions and establishes a robust Gaussian approximation theory, enabling the handling of multiple explanatory variables with heterogeneous properties within a unified framework. The paper proposes a self-normalized sieve-score bootstrap method and constructs consistent confidence bands using bootstrap critical values. Numerical simulations confirm its favorable finite-sample performance, and the method is further applied to empirical analysis.

Liu Yanbo is Associate Professor at the School of Economics, Shandong University. His research interests include non-parametric/semi-parametric econometrics, microeconometrics and financial econometrics. His research outputs have been published in leading journals including International Economic Review, Journal of Econometrics and Econometric Theory. He presides over both the General Program and the Youth Program of the National Natural Science Foundation of China.

https://doi.org/10.1017/S026646662510025X