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

DOI10.1016/j.jmva.2018.11.013zbMath1417.62142OpenAlexW2902118128WikidataQ128900882 ScholiaQ128900882MaRDI QIDQ2418504

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 effectspanel datanonparametric estimationenvironmental Kuznets curvelocal-within-transformationmultivariate local linear least squares

Mathematics Subject Classification ID

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

Related Items (3)

Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels ⋮ Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate ⋮ Nonparametric multidimensional fixed effects panel data models

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