Nonparametric dynamic panel data models: kernel estimation and specification testing
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Cites work
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
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Cited in
(23)- Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
- Specification test for high-dimensional partially linear varying coefficient spatial autoregressive model
- Nonparametric estimation of dynamic panel models with fixed effects
- NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
- Testing for Trend Specifications in Panel Data Models
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- An empirical likelihood check with varying coefficient fixed effect model with panel data
- Nonparametric Estimation in a One-Way Error Component Model: A Monte Carlo Analysis
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Income and democracy: a semiparametric approach
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- Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
- On discrete Epanechnikov kernel functions
- Local information theoretic methods for smooth coefficients dynamic panel data models
- Estimation in partially linear time-varying coefficients panel data models with fixed effects
- Nonparametric estimation of fixed effects panel data varying coefficient models
- A nonparametric test of significant variables in gradients
- Specification test for panel data models with interactive fixed effects
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
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