Functional coefficient panel modeling with communal smoothing covariates

Behavior at the individual level in panels is often influenced by aspects of the system in aggregate. In particular, the interaction between individual-specific explanatory variables and an individual dependent variable may be affected by 'global' variables that are relevant in decision ma...

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Bibliographic Details
Main Authors: PHILLIPS, Peter C. B., WANG, Ying
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2022
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Online Access:https://ink.library.smu.edu.sg/soe_research/2678
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Institution: Singapore Management University
Language: English