Identification and estimation of nonseparable single-index models in panel data with correlated random effects

DOI10.1016/j.jeconom.2017.11.003zbMath1386.62026OpenAlexW3121739575MaRDI QIDQ1706450

Jinghua Lei, Pavel Čížek

Publication date: 22 March 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.11.003

zbMATH Keywords

nonseparable modelscorrelated random effectslocal polynomial smoothingaverage derivative estimationnonlinear panel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

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