Local generalized method of moments estimation based on kernel weights: An application to panel data
DOI10.1080/02664769921990zbMATH Open0940.62123OpenAlexW1986650749MaRDI QIDQ4935535FDOQ4935535
Authors: 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
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Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Consistent nonparametric regression. Discussion
- Design-adaptive Nonparametric Regression
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Cited In (4)
- Local lagged adapted generalized method of moments and applications
- Local GMM estimation of semiparametric panel data with smooth coefficient models
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
- Local GMM estimation of time series models with conditional moment restrictions
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