Local GMM estimation of semiparametric panel data with smooth coefficient models

Econometric Reviews

Volumn 29, Issue 1, 2009, Pages 39-61

  Tran, Kien C ^a   Tsionas, Efthymios G ^b  

^a UNIVERSITY OF LETHBRIDGE   (Canada)

^b ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Local Generalized Method of Moments; Monte Carlo simulation; Semiparametric panel data model; Smooth coefficient

Indexed keywords

EID: 77951001199     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930903327856     Document Type: Article

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