Panel nonparametric regression with fixed effects

DOI10.1016/j.jeconom.2015.03.004zbMath1337.62078OpenAlexW2045296065MaRDI QIDQ2516309

Peter M. Robinson, Jungyoon Lee

Publication date: 13 August 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.03.004

zbMATH Keywords

panel datanonparametric regressiongeneralized least squaresoptimal bandwidthcross-sectional dependence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Estimation for varying coefficient panel data model with cross-sectional dependence, Functional coefficient panel modeling with communal smoothing covariates

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