Nonparametric estimation of dynamic panel models with fixed effects
From MaRDI portal
Recommendations
- Nonparametric estimation of fixed effects panel data models
- Nonparametric estimation and testing of fixed effects panel data models
- Panel nonparametric regression with fixed effects
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Non-parametric models in binary choice fixed effects panel data
Cites work
- A nonparametric random effects estimator
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Bias in dynamic panel models under time series misspecification
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Biases in Dynamic Models with Fixed Effects
- Conditional independence, conditional mixing and conditional association
- Convergence rates and asymptotic normality for series estimators
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- Instrumental Variable Estimation of Nonparametric Models
- Jackknife and analytical bias reduction for nonlinear panel models.
- Linear Regression Limit Theory for Nonstationary Panel Data
- Markov chains and stochastic stability
- Measurement Error Models with Auxiliary Data
- Mixing: Properties and examples
- Non-linear time series and Markov chains
- Nonlinear Regression with Dependent Observations
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric estimation and testing of fixed effects panel data models
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- On geometric ergodicity of nonlinear autoregressive models
- Optimal global rates of convergence for nonparametric regression
- Prediction of multivariate time series by autoregressive model fitting
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Semi-Nonparametric Maximum Likelihood Estimation
- Semiparametric efficient estimation of dynamic panel data models
- Semiparametric estimation of partially linear panel data models
- Sieve estimation of panel data models with cross section dependence
- Sieve Extremum Estimates for Weakly Dependent Data
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
Cited in
(32)- The incidental parameter problem in a non-differentiable panel data model
- Nonparametric fixed effects model for panel data with locally stationary regressors
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
- Dynamic analysis of multivariate panel data with nonlinear transformations
- Identification and sequential estimation of panel data models with insufficient exclusion restrictions
- More efficient estimation of nonparametric panel data models with random effects
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- The asymptotic distribution of the fixed effects estimator for nonlinear regression
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data
- Nonparametric estimation of the marginal effect in fixed-effect panel data models
- Simple estimators for nonparametric panel data models with sample attrition
- Simultaneous confidence band for nonparametric fixed effects panel data models
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Non parametric analysis of panel data models with endogenous variables
- Panel nonparametric regression with fixed effects
- Model selection in the presence of incidental parameters
- Local information theoretic methods for smooth coefficients dynamic panel data models
- Nonparametric estimation of fixed effects panel data models
- Nonparametric estimation and testing of fixed effects panel data models
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
- Non-parametric models in binary choice fixed effects panel data
- The estimation of multidimensional fixed effects panel data models
- Unequal spacing in dynamic panel data: identification and estimation
- Nonparametric identification in nonseparable panel data models with generalized fixed effects
- Fixed T dynamic panel data estimators with multifactor errors
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Nonparametric multidimensional fixed effects panel data models
- Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels
- Nonparametric Estimation in a One-Way Error Component Model: A Monte Carlo Analysis
- Nonparametric instrumental regression with two-way fixed effects
- On a preference-based instrumental variable approach in reducing unmeasured confounding-by-indication
- Bivariate Bayesian regression method for fixed effects panel interval-valued data models
This page was built for publication: Nonparametric estimation of dynamic panel models with fixed effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2936837)
