Kernel estimation for panel data with heterogeneous dynamics

DOI10.1093/ectj/utz019OpenAlexW2982530403MaRDI QIDQ5083216

Takahide Yanagi, Ryo Okui

Publication date: 22 June 2022

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

Full work available at URL: https://arxiv.org/abs/1802.08825

zbMATH Keywords

kernel smoothingheterogeneitydensity estimationautocorrelationjackknifeincidental parameter

Mathematics Subject Classification ID

Statistics (62-XX)

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