Identification and estimation of nonseparable single-index models in panel data with correlated random effects
DOI10.1016/j.jeconom.2017.11.003zbMath1386.62026OpenAlexW3121739575MaRDI QIDQ1706450
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
nonseparable modelscorrelated random effectslocal polynomial smoothingaverage derivative estimationnonlinear panel data
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)
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