A semiparametric model for heterogeneous panel data with fixed effects
From MaRDI portal
Publication:2516308
DOI10.1016/j.jeconom.2015.03.003zbMath1337.62242MaRDI QIDQ2516308
Lena Boneva, Michael Vogt, Oliver B. Linton
Publication date: 13 August 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:352-264129
62P20: Applications of statistics to economics
62H25: Factor analysis and principal components; correspondence analysis
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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