Identification and estimation of nonseparable single-index models in panel data with correlated random effects

DOI10.1016/J.JECONOM.2017.11.003zbMATH Open1386.62026OpenAlexW3121739575MaRDI QIDQ1706450FDOQ1706450

Authors: P. Čížek, Jinghua Lei 

Publication date: 22 March 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.11.003

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zbMATH Keywords

local polynomial smoothingnonlinear panel datanonseparable modelscorrelated random effectsaverage derivative estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites Work

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Cited In (7)

• Miscellanea. On the identification of a single-factor model with correlated residuals
• Identification and estimation of time-varying nonseparable panel data models without stayers
• Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
• Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
• Binary response correlated random coefficient panel data models
• Nonlinear panel data models with distribution-free correlated random effects
• Nonparametric identification in nonseparable panel data models with generalized fixed effects

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