Local generalized method of moments estimation based on kernel weights: An application to panel data

DOI10.1080/02664769921990zbMath0940.62123MaRDI QIDQ4935535

Rosa Bernardini Papalia

Publication date: 31 January 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769921990

zbMATH Keywords

panel data; dynamic models

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62J02: General nonlinear regression

Related Items

Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Consistent nonparametric regression. Discussion
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Design-adaptive Nonparametric Regression
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations