A semiparametric model for heterogeneous panel data with fixed effects

DOI10.1016/j.jeconom.2015.03.003zbMath1337.62242OpenAlexW2165466263MaRDI QIDQ2516308

Lena Boneva, Michael Vogt, Oliver B. Linton

Publication date: 13 August 2015

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

Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:352-264129

zbMATH Keywords

kernel smoothingsemiparametric estimationfactor structureheterogeneous panel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Asymmetric conditional correlations in stock returns, Nonparametric testing for smooth structural changes in panel data models, Estimation in single-index varying-coefficient panel data model, Heterogeneous panel data models with cross-sectional dependence, Estimation of a rank-reduced functional-coefficient panel data model with serial correlation, Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series, Multiscale clustering of nonparametric regression curves

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