Non-parametric time-varying coefficient panel data models with fixed effects

Econometrics Journal

Volumn 14, Issue 3, 2011, Pages 387-408

  Li, Degui ^a,b   Chen, Jia ^a,b,c   Gao, Jiti ^a,b  

^a UNIVERSITY OF ADELAIDE   (Australia)

^b MONASH UNIVERSITY   (Australia)

^c UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Fixed effects; Local linear estimation; Non stationarity; Panel data; Time varying coefficient function

Indexed keywords

EID: 80055011186     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2011.00350.x     Document Type: Article

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