Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
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Publication:3404110
DOI10.1080/07474930903327856zbMath1180.62064MaRDI QIDQ3404110
Efthymios G. Tsionas, Kien C. Tran
Publication date: 5 February 2010
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930903327856
Monte Carlo simulation; smooth coefficient; semiparametric panel data model; local generalized method of moments
62P20: Applications of statistics to economics
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
65C05: Monte Carlo methods
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