NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS

DOI10.1017/S0266466614000188zbMath1314.62206OpenAlexW3122392698MaRDI QIDQ2936837

Yoonseok Lee

Publication date: 7 January 2015

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000188

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Economic time series analysis (91B84)

Related Items (6)

Nonparametric estimation of the marginal effect in fixed-effect panel data models ⋮ Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels ⋮ Unequal spacing in dynamic panel data: identification and estimation ⋮ Model selection in the presence of incidental parameters ⋮ Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models ⋮ Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing

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