Semiparametric trending panel data models with cross-sectional dependence

Journal of Econometrics

Volumn 171, Issue 1, 2012, Pages 71-85

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

^a UNIVERSITY OF QUEENSLAND   (Australia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Cross sectional dependence; Local linear fitting; Nonlinear time trend; Panel data; Profile likelihood; Semiparametric regression

Indexed keywords

CROSS-SECTIONAL DEPENDENCE; LOCAL LINEAR; PANEL DATA; PROFILE LIKELIHOOD; SEMI-PARAMETRIC REGRESSIONS; TIME TRENDS;

SAMPLING;

ESTIMATION;

EID: 84865712568     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.07.001     Document Type: Article

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