Nonparametric estimation and testing of fixed effects panel data models

Journal of Econometrics

Volumn 144, Issue 1, 2008, Pages 257-275

  Henderson, Daniel J ^a   Carroll, Raymond J ^b   Li, Qi ^b,c  

^a BINGHAMTON UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

^c TSINGHUA UNIVERSITY   (China)

Author keywords

Fixed effects models; Model specification tests; Nonparametric kernel method; Panel data; Partially linear model; Profile method; Random effects models; Semiparametric efficiency bound

Indexed keywords

COMPUTER SIMULATION; DATA STRUCTURES; ITERATIVE METHODS; MATHEMATICAL MODELS; STATISTICAL TESTS;

NONPARAMETRIC KERNEL METHOD; PANEL DATA; PARTIALLY LINEAR MODEL; PROFILE METHOD; RANDOM EFFECTS MODELS; SEMIPARAMETRIC EFFICIENCY BOUND;

PARAMETER ESTIMATION;

EID: 42749087851     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.01.005     Document Type: Article

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