Non‐parametric time‐varying coefficient panel data models with fixed effects

DOI10.1111/j.1368-423X.2011.00350.xzbMath1284.62222MaRDI QIDQ4913916

Jia Chen, Degui Li, J. T. Gao

Publication date: 17 April 2013

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

zbMATH Keywords

fixed effects; panel data; local linear estimation; non-stationarity; time-varying coefficient function

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

91B84: Economic time series analysis