Local generalized method of moments estimation based on kernel weights: An application to panel data

DOI10.1080/02664769921990zbMath0940.62123OpenAlexW1986650749MaRDI QIDQ4935535

Rosa Bernardini Papalia

Publication date: 31 January 2000

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

Full work available at URL: https://doi.org/10.1080/02664769921990

zbMATH Keywords

panel datadynamic models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

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Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Consistent nonparametric regression. Discussion
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Design-adaptive Nonparametric Regression
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations