Non-parametric Panel Data Models with Interactive Fixed Effects
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Publication:4610935
DOI10.1093/RESTUD/RDX052zbMath1409.62171OpenAlexW2753086516MaRDI QIDQ4610935
Publication date: 23 January 2019
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/restud/rdx052
panel datanonparametric identificationfactor modelMonte Carlo experimentsmultidimensional individual effects
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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