Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models

DOI10.1080/07474930903327856zbMath1180.62064OpenAlexW2061286507MaRDI QIDQ3404110

Kien C. Tran, Efthymios G. Tsionas

Publication date: 5 February 2010

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

Full work available at URL: https://doi.org/10.1080/07474930903327856

zbMATH Keywords

Monte Carlo simulationsmooth coefficientsemiparametric panel data modellocal generalized method of moments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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