Sieve Estimation of Panel Data Models with Cross Section Dependence
In this paper we consider the problem of estimating semiparametric panel data models with cross section dependence, where the individual-specific regressors enter the model nonparametrically whereas the common factors enter the model linearly. We consider both heterogeneous and homogeneous regressio...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2012
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1337 https://ink.library.smu.edu.sg/context/soe_research/article/2336/viewcontent/SieveEstimation_CrossSection_2012.pdf |
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| Institution: | Singapore Management University |
| Language: | English |