Nonparametric estimation of fixed effects panel data models

DOI10.1080/10485252.2013.808744zbMath1416.62665OpenAlexW2045455842MaRDI QIDQ2863043

Kunpeng Li, Yichen Gao

Publication date: 21 November 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2013.808744

zbMATH Keywords

fixed effectspanel datanonparametric estimationprofile least-squares method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Test for the covariance matrix in time-varying coefficients panel data models with fixed effects ⋮ Empirical likelihood based inference for varying coefficient panel data models with fixed effect ⋮ Nonparametric multidimensional fixed effects panel data models

Cites Work

• Nonparametric estimation and testing of fixed effects panel data models
• Estimating semiparametric panel data models by marginal integration
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
• A kernel method of estimating structured nonparametric regression based on marginal integration