Nonparametric panel data regression with parametric cross-sectional dependence

DOI10.1093/ECTJ/UTAB016OpenAlexW3160202639MaRDI QIDQ5083301FDOQ5083301

Juan Rodriguez-Poo, Alexandra Soberón, Peter M. Robinson

Publication date: 22 June 2022

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

Full work available at URL: https://doi.org/10.1093/ectj/utab016

zbMATH Keywords

panel datacross-sectional dependencelocal linear estimationoptimal bandwidthpseudo-maximum likelihood estimationgeneralised least squares

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (2)

• A nonlinear panel data model of cross-sectional dependence
• Efficient estimation of a partially linear panel data model with cross-sectional dependence

This page was built for publication: Nonparametric panel data regression with parametric cross-sectional dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083301)