Nonparametric estimation of the marginal effect in fixed-effect panel data models
نویسندگان
چکیده
منابع مشابه
Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models: An Application on the Environmental Kuznets Curve∗
This paper considers nonparametric estimation of panel data models using local linear least squares when fixed effects present. The local marginal effect is of the main interest. A withingroup type nonparametric estimator is developed, where the fixed effects are eliminated by subtracting individual specific locally weighted time average (i.e., using the local within transformation). It is show...
متن کاملNonparametric 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...
متن کاملNonparametric estimation and testing of fixed effects panel data models.
In this paper we consider the problem of estimating nonparametric panel data models with fixed effects. We introduce an iterative nonparametric kernel estimator. We also extend the estimation method to the case of a semiparametric partially linear fixed effects model. To determine whether a parametric, semiparametric or nonparametric model is appropriate, we propose test statistics to test betw...
متن کاملthe effect of the record infancy in crimilly acts of guilties (in karaj city)
چکیده یکی از مهمترین دغدغه های بزرگ جوامع بشری، از دیر باز تا کنون که ذهن پژوهشگران و متخصصان بهداشت روانی و اجتماعی و دولتها رابه خود مشغول داشته، مسأله ی بزهکاری می باشد. شناخت کامل پدیده ی بزهکاری و بزهکار، علل وعوامل سقوط یک انسان، چگونگی درمان وی و درنهایت پیشگیری ازبزهکاری ودریک کلام سالم سازی یک جامعه، رسالت عظیم، انسانی ومقدسی می باشد که با بررسی شخصیت مجرم یعنی[ انسانی که تحت شرای...
15 صفحه اولSplit-panel Jackknife Estimation of Fixed-effect Models
We propose a jackknife for reducing the order of the bias of maximum likelihood estimates of nonlinear dynamic fixed effects panel models. In its simplest form, the half-panel jackknife, the estimator is just 2θ̂ − θ1/2, where θ̂ is the MLE from the full panel and θ1/2 is the average of the two half-panel MLEs, each using T/2 time periods and all N cross-sectional units. This estimator eliminates...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2019
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2018.11.013