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

DOI10.1016/J.ECONLET.2020.109239MaRDI QIDQ777759zbMATH OpenOpenAlexFDO

Authors Shaymal C. Halder, Emir Malikov

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)

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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
• Applied nonparametric econometrics
• Direct semi-parametric estimation of fixed effects panel data varying coefficient models
• Estimating semiparametric panel data models by marginal integration
• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric estimation of fixed effects panel data varying coefficient models
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects

Cited in

(1)

• Functional coefficient panel modeling with communal smoothing covariates

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