Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects

DOI10.1016/J.ECONLET.2020.109239zbMath1443.62040OpenAlexW3027128294MaRDI QIDQ777759

Emir Malikov, Shaymal C. Halder

Publication date: 7 July 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109239

zbMATH Keywords

semiparametric estimationlocal linearfixed effectsmooth coefficientleast-squares dummy variable (LSDV)time effect

Mathematics Subject Classification ID

Density estimation (62G07) Causal inference from observational studies (62D20)

Cites Work

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• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric estimation of fixed effects panel data varying coefficient models
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• Profile likelihood estimation of partially linear panel data models with fixed effects
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Applied Nonparametric Econometrics

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