Nonparametric estimation of the marginal effect in fixed-effect panel data models

DOI10.1016/J.JMVA.2018.11.013MaRDI QIDQ2418504zbMATH OpenOpenAlexWikidataFDO

Authors Yoonseok Lee, Debasri Mukherjee, Aman Ullah

Publication date 27 May 2019

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://economics.ucr.edu/repec/ucr/wpaper/201901.pdf

zbMATH Keywords

fixed effectsnonparametric estimationpanel dataenvironmental Kuznets curvelocal-within-transformationmultivariate local linear least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Bias in dynamic panel models under time series misspecification
• Design-adaptive Nonparametric Regression
• Economic Growth and the Environment
• Estimating semiparametric panel data models by marginal integration
• Jackknife and analytical bias reduction for nonlinear panel models.
• Local Polynomial Estimation of Regression Functions for Mixing Processes
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Model selection in the presence of incidental parameters
• Multivariate local polynomial regression for estimating average derivatives
• Multivariate locally weighted least squares regression
• Multivariate regression estimation: Local polynomial fitting for time series
• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric estimation of dynamic panel models with fixed effects
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Testing panel data regression models with spatial error correlation.
• The Use of Error Components Models in Combining Cross Section with Time Series Data
• The environmental Kuznets curve semi-parametrically revisited
• Variable bandwidth and local linear regression smoothers

Cited in

(6)

• Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate
• Nonparametric multidimensional fixed effects panel data models
• Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels
• Estimation of average marginal effects in multiplicative unobserved effects panel models
• Nonparametric estimation of marginal effects in regression-spline random effects models
• Nonparametric instrumental regression with two-way fixed effects

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