More efficient estimation of nonparametric panel data models with random effects

We propose a class of two-step estimators for nonparametric panel data models with random effects that are more efficient than the conventional least squares estimators. We establish asymptotic normality for the proposed estimators and derive the most efficient estimator in the class.

Saved in:

Bibliographic Details
Main Authors:	SU, Liangjun, ULLAH, Aman
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 2007
Subjects:	Nonparametrics Panel data models Random effects Efficiency Econometrics
Online Access:	https://ink.library.smu.edu.sg/soe_research/2043 https://ink.library.smu.edu.sg/context/soe_research/article/3042/viewcontent/More_efficient_estimation_of_nonparametric_random_2007_afv.pdf
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Singapore Management University
Language:	English

id	sg-smu-ink.soe_research-3042
record_format	dspace
spelling	sg-smu-ink.soe_research-30422018-08-31T05:46:37Z More efficient estimation of nonparametric panel data models with random effects SU, Liangjun ULLAH, Aman We propose a class of two-step estimators for nonparametric panel data models with random effects that are more efficient than the conventional least squares estimators. We establish asymptotic normality for the proposed estimators and derive the most efficient estimator in the class. 2007-09-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/2043 info:doi/10.1016/j.econlet.2007.02.018 https://ink.library.smu.edu.sg/context/soe_research/article/3042/viewcontent/More_efficient_estimation_of_nonparametric_random_2007_afv.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Nonparametrics Panel data models Random effects Efficiency Econometrics
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Nonparametrics Panel data models Random effects Efficiency Econometrics
spellingShingle	Nonparametrics Panel data models Random effects Efficiency Econometrics SU, Liangjun ULLAH, Aman More efficient estimation of nonparametric panel data models with random effects
description	We propose a class of two-step estimators for nonparametric panel data models with random effects that are more efficient than the conventional least squares estimators. We establish asymptotic normality for the proposed estimators and derive the most efficient estimator in the class.
format	text
author	SU, Liangjun ULLAH, Aman
author_facet	SU, Liangjun ULLAH, Aman
author_sort	SU, Liangjun
title	More efficient estimation of nonparametric panel data models with random effects
title_short	More efficient estimation of nonparametric panel data models with random effects
title_full	More efficient estimation of nonparametric panel data models with random effects
title_fullStr	More efficient estimation of nonparametric panel data models with random effects
title_full_unstemmed	More efficient estimation of nonparametric panel data models with random effects
title_sort	more efficient estimation of nonparametric panel data models with random effects
publisher	Institutional Knowledge at Singapore Management University
publishDate	2007
url	https://ink.library.smu.edu.sg/soe_research/2043 https://ink.library.smu.edu.sg/context/soe_research/article/3042/viewcontent/More_efficient_estimation_of_nonparametric_random_2007_afv.pdf
_version_	1770573547494703104

More efficient estimation of nonparametric panel data models with random effects

Similar Items