Nonparametric dynamic panel data models: Kernel estimation and specification testing
Motivated by the first-differencing method for linear panel data models, we propose a class of iterative local polynomial estimators for nonparametric dynamic panel data models with or without exogenous regressors. The estimators utilize the additive structure of the first-differenced model—the fact...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2013
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1555 https://ink.library.smu.edu.sg/context/soe_research/article/2554/viewcontent/NonparametricDynamicPanelDataModels_2012_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |