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

DOI10.1016/J.JECONOM.2017.11.003MaRDI QIDQ1706450zbMATH OpenOpenAlexFDO

Authors P. Čížek, Jinghua Lei

Publication date 22 March 2018

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

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)

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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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