Estimating semiparametric panel data models by marginal integration

Journal of Econometrics

Volumn 167, Issue 2, 2012, Pages 483-493

  Qian, Junhui ^a   Wang, Le ^b  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

^b UNIVERSITY OF NEW HAMPSHIRE   (United States)

Author keywords

First differencing; Marginal integration; Partially linear; Semiparametric panel data model

Indexed keywords

ADDITIVE REGRESSION; ALTERNATIVE METHODS; ASYMPTOTIC BEHAVIORS; FINITE SAMPLES; FIRST DIFFERENCING; FIXED EFFECTS; MARGINAL INTEGRATION; MONTE CARLO SIMULATION; NONLINEAR COMPONENTS; PANEL DATA MODELS; PARTIALLY LINEAR; RANDOM EFFECTS; SEMIPARAMETRIC;

ASYMPTOTIC ANALYSIS; INTEGRATION; MODELS; MONTE CARLO METHODS; SAMPLING;

ESTIMATION;

EID: 84857193561     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.09.030     Document Type: Conference Paper

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