Non‐parametric time‐varying coefficient panel data models with fixed effects

DOI10.1111/j.1368-423X.2011.00350.xzbMath1284.62222OpenAlexW3204257178MaRDI QIDQ4913916

Jia Chen, Degui Li, J. T. Gao

Publication date: 17 April 2013

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2011.00350.x

zbMATH Keywords

fixed effectspanel datalocal linear estimationnon-stationaritytime-varying coefficient function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Economic time series analysis (91B84)

Related Items (27)

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