Nonparametric panel data regression with parametric cross-sectional dependence

DOI10.1093/ECTJ/UTAB016MaRDI QIDQ5083301zbMATH OpenOpenAlexFDO

Authors Alexandra Soberón, Juan Rodriguez-Poo, 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

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