Local generalized method of moments estimation based on kernel weights: An application to panel data
From MaRDI portal
Publication:4935535
DOI10.1080/02664769921990zbMath0940.62123MaRDI QIDQ4935535
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
62P20: Applications of statistics to economics
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62J02: General nonlinear regression
Related Items
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