Direct semi-parametric estimation of fixed effects panel data varying coefficient models

DOI10.1111/ectj.12022OpenAlexW2587507914MaRDI QIDQ5093224

Alexandra Soberón, Juan M. Rodríguez-Póo

Publication date: 26 July 2022

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

Full work available at URL: http://hdl.handle.net/10902/9525

zbMATH Keywords

fixed effectspanel datalocal linear regressionvarying coefficient modeloracle efficient estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (11)

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