Nonparametric estimation of fixed effects panel data varying coefficient models
نویسندگان
چکیده
منابع مشابه
Nonparametric estimation of fixed effects panel data varying coefficient models
JEL classification: C14 C23 AMS subject classifications: 62G08 62G20 62P20 Keywords: Varying coefficient models Fixed effects Panel data Local linear regression Oracle efficient estimator Within estimator Profile least squares estimator a b s t r a c t In this paper, we consider the nonparametric estimation of a varying coefficient fixed effect panel data model. The estimator is based in a with...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.09.008