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Nonparametric 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 parametr...

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Bibliografske podrobnosti
Main Authors: Henderson, Daniel J., Carroll, Raymond J., Li, Qi
Format: Artigo
Jezik:Inglês
Izdano: 2008
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC2681302/
https://ncbi.nlm.nih.gov/pubmed/19444335
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jeconom.2008.01.005
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