Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing

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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Bibliographic Details
Main Authors: SU, Liangjun, ULLAH, Aman
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
Subjects:
Cross section dependence
fixed effects; hypothesis testing
nonadditive model
nonparametric GMM
nonseparable model
partially linear panel data model
random effects; varying coefficient model
Econometrics
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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Institution: Singapore Management University
Language: English

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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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