Nonparametric trending regression with cross-sectional dependence

Journal of Econometrics

Volumn 169, Issue 1, 2012, Pages 4-14

  Robinson, Peter M ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Cross sectional dependence; Generalized least squares; Nonparametric time trend; Optimal bandwidth; Panel data

Indexed keywords

ASYMPTOTICALLY OPTIMAL; BANDWIDTH CHOICE; CROSS-SECTIONAL DEPENDENCE; FINITE SAMPLE PERFORMANCE; GENERALIZED LEAST SQUARE; HETEROSCEDASTICITY; MONTE CARLO STUDY; NON-PARAMETRIC; PANEL DATA; TIME TRENDS;

ESTIMATION; OPTIMIZATION; SAMPLING;

BANDWIDTH;

EID: 84861879720     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.01.005     Document Type: Conference Paper

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