Nonparametric estimation and testing of fixed effects panel data models

DOI10.1016/j.jeconom.2008.01.005zbMath1418.62158OpenAlexW2115783729WikidataQ33445911 ScholiaQ33445911MaRDI QIDQ292157

Daniel J. Henderson, Raymond J. Carroll, Q. Li

Publication date: 10 June 2016

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

Full work available at URL: http://europepmc.org/articles/pmc2681302

zbMATH Keywords

panel datarandom effects modelssemiparametric efficiency boundpartially linear modelfixed effects modelsmodel specification testsnonparametric kernel methodprofile method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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