Nonparametric panel data regression with parametric cross-sectional dependence

DOI10.1093/ectj/utab016OpenAlexW3160202639MaRDI QIDQ5083301

Alexandra Soberón, Juan M. Rodríguez-Póo, Peter M. Robinson

Publication date: 22 June 2022

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

Full work available at URL: https://doi.org/10.1093/ectj/utab016

zbMATH Keywords

panel datalocal linear estimationoptimal bandwidthcross-sectional dependencepseudo-maximum likelihood estimationgeneralised least squares

Mathematics Subject Classification ID

Statistics (62-XX)