Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing

• 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
• Institution: Singapore Management University

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...