Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models

DOI10.1080/07474930903327856zbMath1180.62064MaRDI QIDQ3404110

Efthymios G. Tsionas, Kien C. Tran

Publication date: 5 February 2010

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930903327856

zbMATH Keywords

Monte Carlo simulation; smooth coefficient; semiparametric panel data model; local generalized method of moments

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

65C05: Monte Carlo methods

Related Items

Sieve instrumental variable quantile regression estimation of functional coefficient models, Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models

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