Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing

This paper gives a selective review on the recent developments of nonparametric and semiparametric panel data models. We focus on the conventional panel data models with one-way error component structure, partially linear panel data models, varying coefficient panel data models, nonparametric panel...

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Main Authors: SU, Liangjun, ULLAH, Aman
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
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Online Access:https://ink.library.smu.edu.sg/soe_research/1281
https://ink.library.smu.edu.sg/context/soe_research/article/2280/viewcontent/Nonparametric_and_Semiparametric_Panel_Econometric.pdf
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spelling sg-smu-ink.soe_research-22802018-07-13T05:42:54Z Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing SU, Liangjun ULLAH, Aman This paper gives a selective review on the recent developments of nonparametric and semiparametric panel data models. We focus on the conventional panel data models with one-way error component structure, partially linear panel data models, varying coefficient panel data models, nonparametric panel data models with multi-factor error structure, and nonseparable nonparametric panel data models. For each area, we discuss the basic models and ideas of estimation, and comment on the asymptotic properties of different estimators and specification tests. Much theoretical and empirical research is needed in this emerging area 2011-01-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/1281 https://ink.library.smu.edu.sg/context/soe_research/article/2280/viewcontent/Nonparametric_and_Semiparametric_Panel_Econometric.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Cross section dependence fixed effects; hypothesis testing nonadditive model nonparametric GMM nonseparable model partially linear panel data model random effects; varying coefficient model Econometrics
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Cross section dependence
fixed effects; hypothesis testing
nonadditive model
nonparametric GMM
nonseparable model
partially linear panel data model
random effects; varying coefficient model
Econometrics
spellingShingle Cross section dependence
fixed effects; hypothesis testing
nonadditive model
nonparametric GMM
nonseparable model
partially linear panel data model
random effects; varying coefficient model
Econometrics
SU, Liangjun
ULLAH, Aman
Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing
description This paper gives a selective review on the recent developments of nonparametric and semiparametric panel data models. We focus on the conventional panel data models with one-way error component structure, partially linear panel data models, varying coefficient panel data models, nonparametric panel data models with multi-factor error structure, and nonseparable nonparametric panel data models. For each area, we discuss the basic models and ideas of estimation, and comment on the asymptotic properties of different estimators and specification tests. Much theoretical and empirical research is needed in this emerging area
format text
author SU, Liangjun
ULLAH, Aman
author_facet SU, Liangjun
ULLAH, Aman
author_sort SU, Liangjun
title Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing
title_short Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing
title_full Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing
title_fullStr Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing
title_full_unstemmed Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing
title_sort nonparametric and semiparametric panel econometric models: estimation and testing
publisher Institutional Knowledge at Singapore Management University
publishDate 2011
url https://ink.library.smu.edu.sg/soe_research/1281
https://ink.library.smu.edu.sg/context/soe_research/article/2280/viewcontent/Nonparametric_and_Semiparametric_Panel_Econometric.pdf
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