More efficient estimation of nonparametric panel data models with random effects

DOI10.1016/j.econlet.2007.02.018zbMath1255.62386OpenAlexW1965724551MaRDI QIDQ1934138

Aman Ullah, Liangjun Su

Publication date: 28 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2043

zbMATH Keywords

efficiency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Empirical likelihood based inference for fixed effects varying coefficient panel data models, Efficient estimation for error component seemingly unrelated nonparametric regression models, Simultaneous confidence band for nonparametric fixed effects panel data models, Estimation in partially linear time-varying coefficients panel data models with fixed effects, Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects, Nonparametric regression estimation with general parametric error covariance, Estimating semiparametric panel data models by marginal integration, Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data, Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation

Cites Work

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