Semiparametric Estimation of Regression Models for Panel Data

Review of Economic Studies

Volumn 63, Issue 1, 1996, Pages 145-168

  Horowitz, Joel L ^a   Markatou, Marianthi ^b  

^a UNIVERSITY OF IOWA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001343732     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.2307/2298119     Document Type: Article

References (11)

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3. CHAMBERLAIN, G. (1984), "Panel Data", in Z. Griliches and M. Intrilltgator, (eds.), Handbook of Econometrics, vol 2, (Amsterdam: North-Holland Publishing Company), 1247-1318.
4. FAN, J. (1991), "On the optimal rates of convergence for nonparametric deconvolution problems", The Annals of Statistics, 19, 1257-1272.
5. HAUSMAN, J. A. (1978), "Specification tests in econometrics", Econometrica, 46, 1251-1271.
6. HSIAO, C. (1986) Analysis of Panel Data (Cambridge: Cambridge University Press).
7. KOENKER, R. (1981), "A note on studentizing a test for heteroscedasticity", Journal of Econometrics, 17, 107-112.
8. LILLARD, L. A. and WILLIS, R. J. (1978), "Dynamic aspects of earning mobility", Econometrica, 46, 985-1012.
9. POLLARD, D. (1984) Convergence of Stochastic Processes (New York: Springer-Verlag).
10. STEFANSKI, L. A. and CARROLL, R. J. (1991), "Deconvolution-based score tests in measurement error models", The Annals of Statistics, 19, 249-259.
11. STEFANSKI, L. and CARROLL, R. J. (1990), "Deconvoluting kernel density estimators", Statistics, 2, 169-184.