NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA 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: Econometric Theory
سال: 2008
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466608080523