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Nonparametric panel data regression with parametric cross-sectional dependence - MaRDI portal

Nonparametric panel data regression with parametric cross-sectional dependence (Q5083301)

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scientific article; zbMATH DE number 7546422
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Nonparametric panel data regression with parametric cross-sectional dependence
scientific article; zbMATH DE number 7546422

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    Nonparametric panel data regression with parametric cross-sectional dependence (English)
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    22 June 2022
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    local linear estimation
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    panel data
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    cross-sectional dependence
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    generalised least squares
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    optimal bandwidth
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    pseudo-maximum likelihood estimation
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