Nonparametric estimation of fixed effects panel data models

DOI10.1080/10485252.2013.808744zbMATH Open1416.62665OpenAlexW2045455842MaRDI QIDQ2863043FDOQ2863043

Authors: Yichen Gao, Kunpeng Li 

Publication date: 21 November 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2013.808744

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zbMATH Keywords

fixed effectsnonparametric estimationpanel dataprofile least-squares method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cites Work

• Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Nonparametric estimation and testing of fixed effects panel data models
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Estimating semiparametric panel data models by marginal integration

Cited In (36)

• Nonparametric instrumental regression with two-way fixed effects
• Nonparametric estimation of dynamic panel models with fixed effects
• Non-parametric panel data models with interactive fixed effects
• Nonparametric fixed effects model for panel data with locally stationary regressors
• Estimation of fixed effects panel data partially linear additive regression models
• Panel nonparametric regression with fixed effects
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
• Test for the covariance matrix in time-varying coefficients panel data models with fixed effects
• More efficient estimation of nonparametric panel data models with random effects
• Nonparametric estimation and testing of fixed effects panel data models
• Non-parametric testing of discrete panel data models
• Nonparametric Estimation in a One-Way Error Component Model: A Monte Carlo Analysis
• The incidental parameter problem in a non-differentiable panel data model
• Asymptotics for nonparametric and semiparametric fixed effects panel models
• Simultaneous confidence band for nonparametric fixed effects panel data models
• Functional differencing
• Identification and sequential estimation of panel data models with insufficient exclusion restrictions
• Regression splines estimation for semiparametric panel data models with fixed effects
• Semiparametric estimation of panel data models without monotonicity or separability
• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
• A nonparametric random effects estimator
• Profile likelihood estimation of partially linear panel data models with fixed effects
• An incidental parameters free inference approach for panels with common shocks
• Nonparametric estimation of fixed effects panel data varying coefficient models
• Nonparametric multidimensional fixed effects panel data models
• Estimation of a nonlinear panel data model with semiparametric individual effects
• Non parametric analysis of panel data models with endogenous variables
• Nonlinear continuous time modeling approaches in panel research
• Estimating semiparametric panel data models by marginal integration
• Nonparametric estimation of the marginal effect in fixed-effect panel data models
• Non-parametric time-varying coefficient panel data models with fixed effects
• Non-parametric models in binary choice fixed effects panel data
• The estimation of multidimensional fixed effects panel data models
• Empirical likelihood based inference for varying coefficient panel data models with fixed effect
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Partially linear varying-coefficient panel data models with fixed effects

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